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-rw-r--r--R/nonparam.R23
1 files changed, 16 insertions, 7 deletions
diff --git a/R/nonparam.R b/R/nonparam.R
index cebc1ab..068f9b7 100644
--- a/R/nonparam.R
+++ b/R/nonparam.R
@@ -46,6 +46,8 @@ impulseest <- function(x,M=30,K=NULL,regul=F,lambda=1){
K[index],regul,lambda)
}
}
+ out$ninputs <- nInputSeries(x)
+ out$noutputs <- nOutputSeries(x)
class(out) <- "impulseest"
return(out)
}
@@ -87,15 +89,22 @@ impulsechannel <- function(y,u,N,M,K=0,regul=F,lambda=1){
#' @seealso \code{\link{impulseest}},\code{\link{step}}
#' @export
plot.impulseest <- function(model,sig=0.975){
- lim <- model$se*qnorm(0.975)
+ par(mfrow=c(model$noutputs,model$ninputs))
- ylim <- c(min(coef(model)),max(coef(model)))
+ impulseplot <- function(model,sig){
+ lim <- model$se*qnorm(sig)
+
+ ylim <- c(min(coef(model)),max(coef(model)))
+
+ title <- paste("Impulse Response \n From",model$x,"to",model$y)
+ plot(model$lags,coef(model),type="h",xlab="Lag",ylab= "IR Coefficient",
+ main = title)
+ abline(h=0);points(x=model$lags,y=lim,col="blue",lty=2,type="l")
+ points(x=model$lags,y=-lim,col="blue",lty=2,type="l")
+ }
- title <- paste("Impulse Response \n From",model$x,"to",model$y)
- plot(model$lags,coef(model),type="h",xlab="Lag",ylab= "IR Coefficient",
- main = title)
- abline(h=0);points(x=model$lags,y=lim,col="blue",lty=2,type="l")
- points(x=model$lags,y=-lim,col="blue",lty=2,type="l")
+ l <- model[seq(model$noutputs*model$ninputs)]
+ p <- lapply(l,impulseplot,sig=sig)
}