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| author | Suraj Yerramilli | 2015-06-09 11:29:09 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2015-06-09 11:29:09 +0530 |
| commit | abcba3c94925489e4c0130633a2138d2bf8e8cfb (patch) | |
| tree | 575fef2f7519f2c722219aca2fc499e062e2253a /R | |
| parent | 6fcc3d14232cf6e9b369abf46bc0552053f51679 (diff) | |
| download | SysID-R-code-abcba3c94925489e4c0130633a2138d2bf8e8cfb.tar.gz SysID-R-code-abcba3c94925489e4c0130633a2138d2bf8e8cfb.tar.bz2 SysID-R-code-abcba3c94925489e4c0130633a2138d2bf8e8cfb.zip | |
Corrected multiplication errors
Diffstat (limited to 'R')
| -rw-r--r-- | R/nonparam.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index af12786..67f785a 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -48,8 +48,8 @@ impulseest <- function(data,M=30,K=0,regul=F,lambda=1){ } else{ inner <- t(Z)%*%Z + lambda*diag(dim(Z)[2]) pinv <- solve(inner)%*% t(Z) - coefficients <- pinv*Y - residuals <- Y - Z*coefficients + coefficients <- pinv%*%Y + residuals <- Y - Z%*%coefficients } df <- nrow(Z)-ncol(Z);sigma2 <- sum(residuals^2)/df vcov <- sigma2 * solve(t(Z)%*%Z) |