diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 9 |
1 files changed, 5 insertions, 4 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 36a5fd4..cbf74f2 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -185,7 +185,7 @@ arx <- function(x,order=c(0,1,0),lambda=0.1){ vcov <- sigma2 * innerinv model <- idpoly(A = c(1,coef[1:na]),B = coef[na+1:nb], - ioDelay = nk,Ts=deltat(x)) + ioDelay = nk,Ts=deltat(x),noiseVar = sqrt(sigma2),unit=x$unit) estpoly(sys = model,stats=list(vcov = vcov, sigma = sqrt(sigma2), df = df),fitted.values=(X%*%coef)[1:N,], @@ -272,7 +272,8 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ e <- ts(l$residuals,start = start(y),deltat = deltat(y)) model <- idpoly(A = c(1,theta[1:na]),B = theta[na+1:nb], - C = c(1,theta[na+nb+1:nc]),ioDelay = nk,Ts=deltat(x)) + C = c(1,theta[na+nb+1:nc]),ioDelay = nk,Ts=deltat(x), + noiseVar = l$sigma,unit=x$unit) estpoly(sys = model,stats=list(vcov = l$vcov, sigma = l$sigma), fitted.values=y-e,residuals=e,call=match.call(),input=u, @@ -360,7 +361,7 @@ oe <- function(x,order=c(1,1,0),options=optimOptions()){ e <- ts(l$residuals,start = start(y),deltat = deltat(y)) model <- idpoly(B = theta[1:nb],F1 = c(1,theta[nb+1:nf]), - ioDelay = nk,Ts=deltat(x)) + ioDelay = nk,Ts=deltat(x),noiseVar = l$sigma,unit=x$unit) estpoly(sys = model,stats=list(vcov = l$vcov, sigma = l$sigma), fitted.values=y-e,residuals=e,call=match.call(),input=u, @@ -465,7 +466,7 @@ bj <- function(z,order=c(1,1,1,1,0), model <- idpoly(B = theta[1:nb],C=c(1,theta[nb+1:nc]), D=c(1,theta[nb+nc+1:nd]), F1 = c(1,theta[nb+nc+nd+1:nf]), - ioDelay = nk,Ts=deltat(z)) + ioDelay = nk,Ts=deltat(z),noiseVar = l$sigma,unit=z$unit) estpoly(sys = model,stats=list(vcov = l$vcov, sigma = l$sigma), fitted.values=y-e,residuals=e,call=match.call(),input=u, |