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authorSuraj Yerramilli2015-06-06 21:35:53 +0530
committerSuraj Yerramilli2015-06-06 21:35:53 +0530
commitc451f8846250295fcb7611d1042d7880f8db7ac5 (patch)
treeb63fba78efbaf678f6fa625a7f732c8c24b50480 /R/nonparam.R
parent38a32fcc4fc7b2614d02128f973dc04c045ff346 (diff)
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Updated documentation for IR models
Diffstat (limited to 'R/nonparam.R')
-rw-r--r--R/nonparam.R26
1 files changed, 22 insertions, 4 deletions
diff --git a/R/nonparam.R b/R/nonparam.R
index 1450110..73c76f7 100644
--- a/R/nonparam.R
+++ b/R/nonparam.R
@@ -1,7 +1,7 @@
-#' Estimate Impulse Response Models
+#' Estimate Impulse Response Coefficients
#'
-#' \code{impulseest} is used to estimate impulse response models in the
-#' given data
+#' \code{impulseest} is used to estimate impulse response coefficients from
+#' the data
#'
#' @param data an object of class \code{idframe}
#' @param M Order of the FIR Model (Default:\code{30})
@@ -12,6 +12,15 @@
#' @param lambda The value of the regularization parameter. Valid only if
#' \code{regul=TRUE}. (Default:\code{1})
#'
+#' @details
+#' The IR Coefficients are estimated using linear least squares. Future
+#' Versions will provide support for multivariate data and regularized
+#' regression
+#'
+#' @references
+#' Arun K. Tangirala (2015), \emph{Principles of System Identification:
+#' Theory and Practice}, CRC Press, Boca Raton. Sections 17.4.11 and 20.2
+#'
#' @seealso \code{\link{step}}
#'
#' @examples
@@ -51,7 +60,8 @@ impulseest <- function(data,M=30,K=0,regul=F,lambda=1){
#' Impulse Response Plots
#'
-#' Plots the estimated IR Coefficients
+#' Plots the estimated IR coefficients along with the significance limits
+#' at each lag.
#'
#' @param model an object of class \code{impulseest}
#' @param sig Significance Limits (Default: \code{0.975})
@@ -78,6 +88,14 @@ plot.impulseest <- function(model,sig=0.975){
#' @param model an object of class \code{impulseest}
#'
#' @seealso \code{\link{impulseest}}
+#'
+#' @examples
+#' uk <- rnorm(1000,1)
+#' yk <- filter (uk,c(0.9,-0.4),method="recursive") + rnorm(1000,1)
+#' data <- idframe(output=data.frame(yk),input=data.frame(uk))
+#' fit <- impulseest(data)
+#' step(fit)
+#'
#' @export
step <- function(model){
title <- paste("Step Response \n From",model$x,"to",model$y)