diff options
| -rw-r--r-- | R/nonparam.R | 23 | ||||
| -rw-r--r-- | man/etfe.Rd | 2 | ||||
| -rw-r--r-- | man/plot.impulseest.Rd | 4 |
3 files changed, 6 insertions, 23 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index c5264d2..077e85f 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -84,19 +84,19 @@ impulsechannel <- function(y,u,N,M,K=0,regul=F,lambda=1){ #' at each lag. #' #' @param model an object of class \code{impulseest} -#' @param sig Significance Limits (Default: \code{0.975}) +#' @param sd standard deviation of the confidence region (Default: \code{2}) #' #' @seealso \code{\link{impulseest}},\code{\link{step}} #' @import ggplot2 #' #' @export -plot.impulseest <- function(model,sig=0.975){ +plot.impulseest <- function(model,sig=2){ plotseq <- seq(model$noutputs*model$ninputs) g <- vector("list",model$nin*model$nout) for(i in plotseq){ z <- model[[i]] - lim <- z$se*qnorm(sig) + lim <- z$se*2 yindex <- (i-1)%/%model$nin + 1;uindex <- i-model$nin*(yindex-1) df <- data.frame(x=z$lags,y=coef(z),lim=lim) g[[i]] <- ggplot(df,aes(x,y))+ @@ -246,23 +246,6 @@ mult_ccf <- function(X,Y=NULL,lag.max=30){ #' frf <- etfe(data) #' #' @export -# etfe <- function(data){ -# temp <- cbind(data$output,data$input) -# tempfft <- mvfft(temp)/dim(temp)[1] -# freq <- seq(from=1,to=ceiling(dim(tempfft)[1]/2), -# by=1)/ceiling(dim(tempfft)[1]/2)*pi/deltat(data) -# resp <- comdiv(tempfft[,1],tempfft[,2]) -# out <- idfrd(response=resp[1:ceiling(length(resp)/2)],freq=freq, -# Ts=data$Ts) -# return(out) -# } -# -# comdiv <- function(z1,z2){ -# mag1 <- Mod(z1);mag2 <- Mod(z2) -# phi1 <- Arg(z1); phi2 <- Arg(z2) -# -# complex(modulus=mag1/mag2,argument=signal::unwrap(phi1-phi2)) -# } etfe <- function(data,n=128){ y <- data$output u <- data$input diff --git a/man/etfe.Rd b/man/etfe.Rd index 0990ea0..c2e31cb 100644 --- a/man/etfe.Rd +++ b/man/etfe.Rd @@ -4,7 +4,7 @@ \alias{etfe} \title{Estimate empirical transfer function} \usage{ -etfe(data) +etfe(data, n = 128) } \arguments{ \item{data}{an object of class \code{idframe}} diff --git a/man/plot.impulseest.Rd b/man/plot.impulseest.Rd index 7a0d963..cb93f25 100644 --- a/man/plot.impulseest.Rd +++ b/man/plot.impulseest.Rd @@ -4,12 +4,12 @@ \alias{plot.impulseest} \title{Impulse Response Plots} \usage{ -\method{plot}{impulseest}(model, sig = 0.975) +\method{plot}{impulseest}(model, sig = 2) } \arguments{ \item{model}{an object of class \code{impulseest}} -\item{sig}{Significance Limits (Default: \code{0.975})} +\item{sd}{standard deviation of the confidence region (Default: \code{2})} } \description{ Plots the estimated IR coefficients along with the significance limits |