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| author | Suraj Yerramilli | 2016-02-14 00:11:38 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-02-14 00:11:38 +0530 |
| commit | 329f36146737f378283c64f965d88e1802845ca2 (patch) | |
| tree | 914e26bd0e78e1f3829f27b9b174e979db112bc2 /R | |
| parent | d3388b8f77bd280f75e12dd1bb0ad62d5f1a3a19 (diff) | |
| download | SysID-R-code-329f36146737f378283c64f965d88e1802845ca2.tar.gz SysID-R-code-329f36146737f378283c64f965d88e1802845ca2.tar.bz2 SysID-R-code-329f36146737f378283c64f965d88e1802845ca2.zip | |
changed initial estimate for oe from arx to iv4
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 9a52552..d951ad5 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -345,12 +345,12 @@ oe <- function(x,order=c(1,1,0),options=optimOptions()){ stop("Not an OE model") leftPadZeros <- function(x,n) c(rep(0,n),x) - mod_arx <- arx(x,c(nf,nb,nk)) # fitting ARX model - iv <- matrix(predict(mod_arx)) + mod_arx <- iv4(x,c(nf,nb,nk)) # fitting ARX model + ivs <- matrix(predict(mod_arx)) theta0 <- matrix(c(mod_arx$sys$B,mod_arx$sys$A[-1])) uout <- apply(u,2,leftPadZeros,n=n) - l <- levbmqdt(y,uout,order,iv,obj=oeGrad,theta0=theta0,N=N, + l <- levbmqdt(y,uout,order,ivs,obj=oeGrad,theta0=theta0,N=N, opt=options) theta <- l$params e <- ts(l$residuals,start = start(y),deltat = deltat(y)) |