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| author | Suraj Yerramilli | 2016-02-13 19:57:49 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-02-13 19:57:49 +0530 |
| commit | a524beb0a5ab0379862dbb6ec591d182381ab16f (patch) | |
| tree | 30d5f3d8c8f761a49b68b62b4abbd23e58715953 /R | |
| parent | 3acd17605f5e85206da6c9468a70a0020cb9c3c9 (diff) | |
| download | SysID-R-code-a524beb0a5ab0379862dbb6ec591d182381ab16f.tar.gz SysID-R-code-a524beb0a5ab0379862dbb6ec591d182381ab16f.tar.bz2 SysID-R-code-a524beb0a5ab0379862dbb6ec591d182381ab16f.zip | |
changing initial estimates to be generated from iv4
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 72ed6a8..9a52552 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -261,7 +261,7 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ uout <- apply(u,2,padZeros,n=n) # Initial Parameter Estimates - mod_arx <- arx(x,c(na,nb,nk)) # fitting ARX model + mod_arx <- iv4(x,c(na,nb,nk)) # fitting ARX model eps_init <- matrix(resid(mod_arx)) mod_ar <- ar(eps_init,aic=F,order=nc) e_init <- matrix(mod_ar$resid); e_init[is.na(e_init)] <- 0 |