diff options
| -rw-r--r-- | R/estUtil.R | 12 |
1 files changed, 7 insertions, 5 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index 74b7123..00404b0 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -11,7 +11,7 @@ levbmqdt <- function(...,obj,theta0,N,opt){ # Initialize Algorithm i <- 0 l <- obj(theta=theta0,e=NULL,dots) - e <- l$Y-l$X%*%theta0 + e <- l$e sumsq0 <- sum(e^2)/N # variable to count the number of times objective function is called @@ -119,7 +119,8 @@ armaxGrad <- function(theta,e,dots){ N <- dim(y)[1]-2*n if(is.null(e)){ - eout <- matrix(c(rep(0,n),dots[[4]][,],rep(0,n))) + e <- matrix(c(dots[[4]][,],rep(0,n))) + eout <- matrix(c(rep(0,n),e[,])) } else{ eout <- matrix(c(rep(0,n),e[,])) } @@ -131,7 +132,7 @@ armaxGrad <- function(theta,e,dots){ X <- t(sapply(n+1:(N+n),reg)) Y <- y[n+1:(N+n),,drop=F] - l <- list(X=X,Y=Y) + l <- list(X=X,Y=Y,e=e) if(!is.null(e)){ filt1 <- signal::Arma(b=1,a=c(1,theta[(na+nb+1:nc)])) @@ -150,6 +151,7 @@ oeGrad <- function(theta,e,dots){ if(is.null(e)){ iv <- dots[[4]] + e <- y-iv } else{ iv <- y-e } @@ -161,7 +163,7 @@ oeGrad <- function(theta,e,dots){ } X <- t(sapply(n+1:N,reg)) - l <- list(X=X,Y=y) + l <- list(X=X,Y=y,e=e) if(!is.null(e)){ filt1 <- signal::Arma(b=1,a=c(1,theta[nb+1:nf,])) @@ -199,7 +201,7 @@ bjGrad <- function(theta,e,dots){ } X <- t(sapply(n+1:N,reg)) - l <- list(X=X,Y=y) + l <- list(X=X,Y=y,e=e) if(!is.null(e)){ den <- as.numeric(polynom::polynomial(c(1,theta[nb+1:nc]))* |