diff options
| -rw-r--r-- | R/sim.R | 16 |
1 files changed, 9 insertions, 7 deletions
@@ -27,7 +27,7 @@ sim.default <- function(model,input,sigma=0){ #' @examples #' u <- rnorm(100,1) #' model <- arx(A=c(1,-1.5,0.7),B=c(0.8,-0.25)) -#' y <- sim(model,u,sigma=3) +#' y <- sim(model,u,sigma=0.1) #' #' @export sim.arx <- function(model,input,sigma=0){ @@ -38,32 +38,34 @@ sim.arx <- function(model,input,sigma=0){ y <- rep(0,length(input)+n) u <- c(rep(0,n),input) + ek <- rnorm(length(input),sd=sigma) # padLeftZeros <- function(x) c(rep(0,n),x) # u <- apply(input,2,padLeftZeros) for(i in n+1:length(input)){ if(nk==0) v <- u[i-0:(nb-1)] else v <- u[i-nk:nb1] reg <- matrix(c(-(y[i-1:na]),v),ncol=na+nb1) - y[i] <- reg%*%coef + rnorm(1,sd = sigma) + y[i] <- reg%*%coef + ek[i-n] } return(y[n+1:length(input)]) } #' @export sim.idpoly <- function(model,input,sigma=1){ - require(signal) + require(signal);require(polynom) n <- length(input)[1] ek <- rnorm(n,sd=sigma) - filt1 <- Arma(b=model$C,a=model$D) + den1 <- as.numeric(polynomial(model$A)*polynomial(model$D)) + filt1 <- Arma(b=model$C,a=den1) vk <- signal::filter(filt1,ek) B <- c(rep(0,model$ioDelay),model$B) - filt2 <- Arma(b=model$B,a=model$F1) + den2 <- as.numeric(polynomial(model$A)*polynomial(model$F1)) + filt2 <- Arma(b=B,a=den2) ufk <- signal::filter(filt2,input) - ypfk <- as.numeric(ufk) + as.numeric(vk); - yk <- stats::filter(ypfk,filter=-model$A[-1],method="recursive") + yk <- as.numeric(ufk) + as.numeric(vk) return(as.numeric(yk)) }
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