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-rw-r--r--R/estpoly.R22
1 files changed, 14 insertions, 8 deletions
diff --git a/R/estpoly.R b/R/estpoly.R
index 9916dd9..111e539 100644
--- a/R/estpoly.R
+++ b/R/estpoly.R
@@ -202,6 +202,7 @@ arx <- function(x,order=c(0,1,0)){
#' @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 C,and the input-output delay respectively
+#' @param options Estimation Options, setup using \code{\link{optimOptions}}
#'
#' @details
#' SISO ARMAX models are of the form
@@ -220,16 +221,21 @@ arx <- function(x,order=c(0,1,0)){
#' An object of class \code{estpoly} containing the following elements:
#'
#' \tabular{ll}{
-#' \code{coefficients} \tab an \code{idpoly} object containing the
-#' fitted coefficients \cr
+#' \code{sys} \tab an \code{idpoly} object containing the
+#' fitted ARMAX coefficients \cr
#' \code{fitted.values} \tab the predicted response \cr
#' \code{residuals} \tab the residuals \cr
-#' \code{vcov} \tab the covariance matrix of the fitted coefficients\cr
-#' \code{sigma} \tab the standard deviation of the innovations\cr
-#' \code{df} \tab the residual degrees of freedom \cr
+#' \code{input} \tab the input data used \cr
#' \code{call} \tab the matched call \cr
-#' \code{time} \tab the time of the data used \cr
-#' \code{input} \tab the input data used
+#' \code{stats} \tab A list containing the following fields:
+#' \tabular{ll}{
+#' \code{vcov} \tab the covariance matrix of the fitted coefficients\cr
+#' \code{sigma} \tab the standard deviation of the innovations
+#' } \cr
+#' \code{options} \tab Option set used for estimation. If no
+#' custom options were configured, this is a set of default options. \cr
+#' \code{termination} \tab Termination conditions for the iterative
+#' search used for prediction error minimization.
#' }
#'
#'
@@ -245,7 +251,7 @@ arx <- function(x,order=c(0,1,0)){
#' plot(mod_armax) # plot the predicted and actual responses
#'
#' @export
-armax <- function(x,order=c(0,1,1,0)){
+armax <- function(x,order=c(0,1,1,0),options=optimOptions()){
require(signal)
y <- outputData(x); u <- inputData(x); N <- dim(y)[1]
na <- order[1];nb <- order[2]; nc <- order[3]; nk <- order[4]