diff options
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 01bdd71..0a7173a 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -10,7 +10,7 @@ plot.estPoly <- function(model,newdata=NULL){ } else{ if(class(newdata)!="idframe") stop("Only idframe objects allowed") ypred <- sim(coef(model),newdata$input[,1,drop=F]) - yact <- newdata$output[,1,drop=F] + yact <- newdata$output[,1] time <- seq(from=newdata$t.start,to=newdata$t.end,by=newdata$Ts) titstr <- "Predictions of Model on Test Set" } @@ -93,7 +93,7 @@ estARX <- function(data,order=c(0,1,0)){ y <- as.matrix(data$output) u <- as.matrix(data$input); N <- dim(y)[1] na <- order[1];nb <- order[2]; nk <- order[3] - nb1 <- nb+nk ; n <- max(na,nb1); df <- N - na - nb -nk + nb1 <- nb+nk ; n <- max(na,nb1); df <- N - na - nb - 1 padZeros <- function(x,n) c(rep(0,n),x,rep(0,n)) yout <- apply(y,2,padZeros,n=n); @@ -111,7 +111,7 @@ estARX <- function(data,order=c(0,1,0)){ vcov <- sigma2 * chol2inv(qx$qr) - model <- arx(A = c(1,coef[1:na]),B = coef[na+1:nb1],ioDelay = nk) + model <- arx(A = c(1,coef[1:na]),B = coef[na+1:(nb+1)],ioDelay = nk) time <- seq(from=data$t.start,to=data$t.end,by=data$Ts) est <- list(coefficients = model,vcov = vcov, sigma = sqrt(sigma2), |