diff options
Diffstat (limited to 'R')
-rw-r--r-- | R/estpoly.R | 22 |
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] |