diff options
Diffstat (limited to 'R/estpoly.R')
-rw-r--r-- | R/estpoly.R | 29 |
1 files changed, 13 insertions, 16 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 23c59ad..062bccd 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -148,8 +148,7 @@ residplot <- function(model,newdata=NULL){ #' using the \code{\link{detrend}} function. #' #' @return -#' An object with classes \code{estARX} and \code{estPoly}, containing -#' the following elements: +#' An object of class \code{estPoly} containing the following elements: #' #' \tabular{ll}{ #' \code{coefficients} \tab an \code{idpoly} object containing the @@ -219,7 +218,7 @@ arx <- function(x,order=c(0,1,0)){ #' @param x an object of class \code{idframe} #' @param order: Specification of the orders: the four integer components #' (na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B -#' + 1, order of the polynomial,and the input-output delay respectively +#' + 1, order of the polynomial C,and the input-output delay respectively #' #' @details #' SISO ARMAX models are of the form @@ -235,8 +234,7 @@ arx <- function(x,order=c(0,1,0)){ #' using the \code{\link{detrend}} function. #' #' @return -#' An object with classes \code{estARX} and \code{estPoly}, containing -#' the following elements: +#' An object of class \code{estPoly} containing the following elements: #' #' \tabular{ll}{ #' \code{coefficients} \tab an \code{idpoly} object containing the @@ -330,14 +328,14 @@ armax <- function(x,order=c(0,1,1,0)){ #' #' @param x an object of class \code{idframe} #' @param order: Specification of the orders: the four integer components -#' (na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B -#' + 1, order of the polynomial,and the input-output delay respectively +#' (nb,nf,nk) are order of polynomial B + 1, order of the polynomial F, +#' and the input-output delay respectively #' #' @details -#' SISO ARMAX models are of the form +#' SISO OE models are of the form #' \deqn{ -#' y[k] + a_1 y[k-1] + \ldots + a_{na} y[k-na] = b_{nk} u[k-nk] + -#' \ldots + b_{nk+nb} u[k-nk-nb] + c_{1} e[k-1] + \ldots c_{nc} e[k-nc] +#' y[k] + f_1 y[k-1] + \ldots + f_{nf} y[k-nf] = b_{nk} u[k-nk] + +#' \ldots + b_{nk+nb} u[k-nk-nb] + f_{1} e[k-1] + \ldots f_{nf} e[k-nf] #' + e[k] #' } #' The function estimates the coefficients using non-linear least squares @@ -347,8 +345,7 @@ armax <- function(x,order=c(0,1,1,0)){ #' using the \code{\link{detrend}} function. #' #' @return -#' An object with classes \code{estARX} and \code{estPoly}, containing -#' the following elements: +#' An object of class \code{estPoly} containing the following elements: #' #' \tabular{ll}{ #' \code{coefficients} \tab an \code{idpoly} object containing the @@ -370,11 +367,11 @@ armax <- function(x,order=c(0,1,1,0)){ #' 21.6.3 #' #' @examples -#' data(armaxsim) +#' data(oesim) #' z <- dataSlice(data,end=1533) # training set -#' mod_armax <- armax(z,c(1,2,1,2)) -#' summary(mod_armax) # obtain estimates and their covariances -#' plot(mod_armax) # plot the predicted and actual responses +#' mod_oe <- oe(z,c(2,1,2)) +#' summary(mod_oe) # obtain estimates and their covariances +#' plot(mod_oe) # plot the predicted and actual responses #' #' @export oe <- function(x,order=c(1,0,1)){ |