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authorSuraj Yerramilli2015-11-02 13:59:53 +0530
committerSuraj Yerramilli2015-11-02 13:59:53 +0530
commite60e8bb2b1f20d8631c0a7860cec679ccfcfd18c (patch)
tree01149ebb236d0ea027b98c09b3d751cecae9013b /R
parentfe4640fafef3a3afc2e8577674441f7841eb669e (diff)
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updated lambda value
Diffstat (limited to 'R')
-rw-r--r--R/estpoly.R4
1 files changed, 2 insertions, 2 deletions
diff --git a/R/estpoly.R b/R/estpoly.R
index 09874e3..1e1aae3 100644
--- a/R/estpoly.R
+++ b/R/estpoly.R
@@ -277,7 +277,7 @@ armax <- function(x,order=c(0,1,1,0)){
padZeros <- function(x,n) c(rep(0,n),x,rep(0,n))
yout <- apply(y,2,padZeros,n=n)
uout <- apply(u,2,padZeros,n=n)
- tol <- 10^(-5); sumSqRatio <- 1000; lambda <- 0.1
+ tol <- 10^(-5); sumSqRatio <- 1000; lambda <- 1
eout <- matrix(rep(0,N+2*n))
reg <- function(i) {
@@ -403,7 +403,7 @@ oe <- function(x,order=c(1,1,0)){
uout <- apply(u,2,leftPadZeros,n=n)
- tol <- 10^(-5); sumSqRatio <- 1000; lambda <- 0.1
+ tol <- 10^(-5); sumSqRatio <- 1000; lambda <- 1
while (sumSqRatio > tol){
sumsq0 <- sum(e^2)