corrected code errors

2 files changed, 7 insertions, 8 deletions

diff --git a/R/estUtil.R b/R/estUtil.R
index b8e5b5e..eda0b52 100644
--- a/R/estUtil.R
+++ b/R/estUtil.R
@@ -132,7 +132,7 @@ armaxGrad <- function(theta,e,dots){
 }
 
 oeGrad <- function(theta,e,dots){
-  y <- dots[[1]]; u <- dots[[2]]; order <- dots[[3]];
+  y <- dots[[1]]; uout <- dots[[2]]; order <- dots[[3]];
   nb <- order[1];nf <- order[2]; nk <- order[3];
   nb1 <- nb+nk-1 ; n <- max(nb1,nf)
   N <- dim(y)[1]
@@ -143,18 +143,17 @@ oeGrad <- function(theta,e,dots){
     iv <- y-e
   }
   eout <- matrix(c(rep(0,n),iv[,]))
-  
+
   reg <- function(i) {
     if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1
     matrix(c(uout[v,],-eout[i-1:nf,]))
   }
   
-  X <- t(sapply(n+1:(N+n),reg))
-  Y <- y[n+1:(N+n),,drop=F]
-  l <- list(X=X,Y=Y)
+  X <- t(sapply(n+1:N,reg))
+  l <- list(X=X,Y=y)
   
   if(!is.null(e)){
-    filt1 <- Arma(b=1,a=c(1,theta[nb+1:nf]))
+    filt1 <- Arma(b=1,a=c(1,theta[nb+1:nf,]))
     grad <- apply(X,2,filter,filt=filt1)
     l$grad <- grad
   }
diff --git a/R/estpoly.R b/R/estpoly.R
index 79b597f..3a0c7c8 100644
--- a/R/estpoly.R
+++ b/R/estpoly.R
@@ -360,10 +360,10 @@ oe <- function(x,order=c(1,1,0),options=optimOptions()){
   # Initial Guess
   mod_arx <- arx(x,c(nf,nb,nk)) # fitting ARX model
   iv <- matrix(predict(mod_arx))
-  theta0 <- c(coef(mod_arx)$B,coef(mod_arx)$A[-1])
+  theta0 <- matrix(c(mod_arx$sys$B,mod_arx$sys$A[-1]))
   uout <- apply(u,2,leftPadZeros,n=n)
   
-  l <- levbmqdt(y,uout,order,iv,obj=armaxGrad,theta0=theta0,N=N,
+  l <- levbmqdt(y,uout,order,iv,obj=oeGrad,theta0=theta0,N=N,
                 opt=options)
   theta <- l$params
   e <- ts(l$residuals,start = start(y),deltat = deltat(y))