diff options
| author | Suraj Yerramilli | 2015-06-02 16:26:29 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2015-06-02 16:26:29 +0530 |
| commit | f7cdac306dfd40409724bcc3dabbb006874298a8 (patch) | |
| tree | 2a2368881cd4d5c471b42e78879998a216dc97ea /R | |
| parent | 1dc1f8f10aaca41a1f69a4c07ef7ac4ba0050be5 (diff) | |
| download | SysID-R-code-f7cdac306dfd40409724bcc3dabbb006874298a8.tar.gz SysID-R-code-f7cdac306dfd40409724bcc3dabbb006874298a8.tar.bz2 SysID-R-code-f7cdac306dfd40409724bcc3dabbb006874298a8.zip | |
Minor Changes
Diffstat (limited to 'R')
| -rw-r--r-- | R/impulse.R | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/R/impulse.R b/R/impulse.R index 86ee06d..cbea221 100644 --- a/R/impulse.R +++ b/R/impulse.R @@ -31,6 +31,11 @@ impulseest <- function(data,M=30,K=0,regul=F,lambda=1){ Z <- t(sapply(ind,z_reg)) Y <- data$output[ind,] + # Dealing with Regularization + if(regul==F){ + lambda = 0 + } + # Fit Linear Model and find standard errors fit <- lm(Y~Z-1) df <- nrow(Z)-ncol(Z);sigma2 <- sum(resid(fit)^2)/df |