diff options
| -rw-r--r-- | R/estpoly.R | 5 | ||||
| -rw-r--r-- | man/sim.arx.Rd | 34 |
2 files changed, 38 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 7bf94ea..eca1a5f 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -99,7 +99,10 @@ estARX <- function(data,order=c(0,1,0)){ yout <- apply(y,2,padZeros,n=n); uout <- apply(u,2,padZeros,n=n); - reg <- function(i) cbind(-yout[i-1:na,],uout[i-nk:nb1]) + reg <- function(i) { + if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1 + cbind(-yout[i-1:na,],uout[v]) + } X <- t(sapply(n+1:(N+n),reg)) Y <- yout[n+1:(N+n),,drop=F] diff --git a/man/sim.arx.Rd b/man/sim.arx.Rd new file mode 100644 index 0000000..848dd5f --- /dev/null +++ b/man/sim.arx.Rd @@ -0,0 +1,34 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/sim.R +\name{sim.arx} +\alias{sim.arx} +\title{Simulate from an ARX Model} +\usage{ +\method{sim}{arx}(model, input, sigma = 0) +} +\arguments{ +\item{model}{an object of class \code{arx} containing the coefficients} + +\item{input}{a vector/matrix containing the input} + +\item{sigma}{standard deviation of the innovations (Default= \code{0})} +} +\value{ +a vector containing the output +} +\description{ +Simulate the response of an ARX system, given the input +} +\details{ +The routine is currently built only for SISO systems. Future Versions will +include support for MIMO systems +} +\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) +} +\seealso{ +\code{\link{arx}} for defining ARX models +} + |