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-rw-r--r--R/impulse.R13
1 files changed, 6 insertions, 7 deletions
diff --git a/R/impulse.R b/R/impulse.R
index feda8bc..7ff9b34 100644
--- a/R/impulse.R
+++ b/R/impulse.R
@@ -4,25 +4,24 @@
#' given data
#'
#' @param data an object of class \code{idframe}
-#' @param lags The number of lags upto which the estimate is to be
-#' calculated. (Default:\code{30})
-#' @param delay The transport delay
+#' @param M Order of the FIR Model (Default:\code{30})
+#' @param K Transport delay in the estimated impulse response
#'
#' @seealso \code{\link{plot.impulseest}}, \code{\link{step}}
#' @export
-impulseest <- function(data,lags=30){
+impulseest <- function(data,M=30,K){
N <- dim(data$output)[1]
- ind <- (lags+1):N
+ ind <- (M+1):N
- z_reg <- function(i) data$input[i:(i-lags),]
+ z_reg <- function(i) data$input[i:(i-M),]
Z <- t(sapply(ind,z_reg))
Y <- data$output[ind,]
fit <- lm(Y~Z-1)
out <- list(coefficients=coef(fit),residuals=resid(fit),
- lags=0:lags)
+ lags=0:M)
class(out) <- "impulseest"
return(out)
}