Structuring estimation routines

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-% Generated by roxygen2 (4.1.1): do not edit by hand
-% Please edit documentation in R/estpoly.R
-\name{estARX}
-\alias{estARX}
-\title{Estimate ARX Models}
-\usage{
-estARX(data, order = c(0, 1, 0))
-}
-\arguments{
-\item{data}{an object of class \code{idframe}}
-
-\item{order:}{Specification of the orders: the three integer components
-(na,nb,nk) are the order of polynolnomial A, order of polynomial B and
-the input-output delay}
-}
-\value{
-An object with classes \code{estARX} and \code{estPoly}, containing
-the following elements:
-
-\tabular{ll}{
-   \code{coefficients} \tab an \code{idpoly} object containing the
-   fitted coefficients \cr
-   \code{vcov} \tab the covariance matrix of the fitted coefficients\cr
-   \code{sigma} \tab the standard deviation of the innovations\cr
-   \code{df} \tab the residual degrees of freedom \cr
-   \code{fitted.values} \tab the predicted response \cr
-   \code{residuals} \tab the residuals  \cr
-   \code{call} \tab the matched call \cr
-   \code{time} \tab the time of the data used \cr
-   \code{input} \tab the input data used
- }
-}
-\description{
-Fit an ARX model of the specified order given the input-output data
-}
-\details{
-SISO ARX models are of the form
-\deqn{
-   y[k] + a_1 y[k-1] + \ldots + a_{na} y[k-na] = b_{nk} u[k-nk] +
-   \ldots + b_{nk+nb} u[k-nk-nb] + e[k]
-}
-The function estimates the coefficients using linear least squares (with
-no regularization). Future versions may include regularization
-parameters as well
-\\
-The data is expected to have no offsets or trends. They can be removed
-using the \code{\link{detrend}} function.
-}
-\examples{
-data(arxsim)
-model <- estARX(data,c(2,1,1))
-summary(model) # obtain estimates and their covariances
-plot(model) # plot the predicted and actual responses
-}
-\references{
-Arun K. Tangirala (2015), \emph{Principles of System Identification:
-Theory and Practice}, CRC Press, Boca Raton. Section 21.6.1
-
-Lennart Ljung (1999), \emph{System Identification: Theory for the User},
-2nd Edition, Prentice Hall, New York. Section 10.1
-}
-