diff options
| -rw-r--r-- | R/sim.R | 27 |
1 files changed, 25 insertions, 2 deletions
@@ -1,11 +1,34 @@ #' @export -sim <- function(model,input) UseMethod("sim") +sim <- function(model,input,sigma=0) UseMethod("sim") #' @export -sim.default <- function(model,input){ +sim.default <- function(model,input,sigma=0){ print("The sim method is not developed for the current class of the object") } +#' Simulate from an ARX Model +#' +#' Simulate the response of an ARX system, given the input +#' +#' @param model an object of class \code{arx} containing the coefficients +#' @param input a vector/matrix containing the input +#' @param sigma standard deviation of the innovations (Default= \code{0}) +#' +#' @return +#' a vector containing the output +#' +#' @details +#' The routine is currently built only for SISO systems. Future Versions will +#' include support for MIMO systems +#' +#' @seealso +#' \code{\link{arx}} for defining ARX models +#' +#' @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) +#' #' @export sim.arx <- function(model,input,sigma=0){ na <- length(model$A) - 1; nk <- model$ioDelay; |