diff options
-rw-r--r-- | R/iv.R | 5 |
1 files changed, 2 insertions, 3 deletions
@@ -121,9 +121,8 @@ iv4 <- function(z,order=c(0,1,0)){ # Step 4 # G2 <- signal::Arma(as.numeric(B),as.numeric(A)) - # x2 <- matrix(sim(mod_iv$sys,u)) - - Lf <- function(x,L) matrix(as.numeric(stats::filter(x,L,method="recursive"))) + x2 <- matrix(sim(mod_iv$sys,u)) + Lf <- function(x,L) matrix(as.numeric(stats::filter(x,L,method="convolution",sides=1,circular = T))) filtered <- lapply(list(y,u,x),Lf,L=Lhat) yf <- filtered[[1]]; uf<- filtered[[2]]; xf <- filtered[[3]] |