diff options
| -rw-r--r-- | R/estpoly.R | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 66cbb25..9f695db 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -162,7 +162,8 @@ residplot <- function(model,newdata=NULL){ #' plot(model) # plot the predicted and actual responses #' #' @export -arx <- function(x,order=c(1,1,1),lambda=0.1,intNoise=FALSE){ +arx <- function(x,order=c(1,1,1),lambda=0.1,intNoise=FALSE, + fixed=list(A=rep(NA,order[1]),B=rep(NA,order[2]))){ y <- outputData(x); u <- inputData(x) if(intNoise){ y <- apply(y,2,diff) @@ -175,6 +176,8 @@ arx <- function(x,order=c(1,1,1),lambda=0.1,intNoise=FALSE){ yout <- apply(y,2,padZeros,n=n); uout <- apply(u,2,padZeros,n=n); + fixedpos_A <- which(!is.na(fixed[[1]])) + fixedpos_B <- which(!is.na(fixed[[2]])) reg <- function(i) { if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1 c(-yout[i-1:na,,drop=T],uout[v,,drop=T]) |