diff options
Diffstat (limited to 'R/estpoly.R')
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 1 insertions, 5 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 2e2eba4..c512933 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -264,13 +264,9 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ yout <- apply(y,2,padZeros,n=n) uout <- apply(u,2,padZeros,n=n) - reg <- function(i,y,u,e) { - if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1 - matrix(c(-y[i-1:na,],u[v,],e[i-1:nc,])) - } theta0 <- matrix(rnorm(na+nb+nc)) # current parameters - l <- levbmqdt(yout,uout,order,N,obj=armaxGrad,theta0=theta0,N=N, + l <- levbmqdt(yout,uout,order,obj=armaxGrad,theta0=theta0,N=N, opt=options) theta <- l$params e <- ts(l$residuals,start = start(y),deltat = deltat(y)) |