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R code for system identification developed by the team at IIT Madras
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estpoly.R
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Author
2016-03-15
cleaning bj code
Suraj Yerramilli
2016-03-15
cleaning up armax code
Suraj Yerramilli
2016-03-15
not padding the input initially
Suraj Yerramilli
2016-03-15
changing to stats filter
Suraj Yerramilli
2016-03-14
changing confidence interval in residual plots to 99%
Suraj Yerramilli
2016-03-14
added provision to supply initial model for oe routine
Suraj Yerramilli
2016-02-29
correcting the case where nc=0
Suraj Yerramilli
2016-02-29
added support for C polynoial to be zero order
Suraj Yerramilli
2016-02-29
reverting to oe model when nc=0=nd
Suraj Yerramilli
2016-02-29
minor corrections in time-series order
Suraj Yerramilli
2016-02-27
minor corrections
Suraj Yerramilli
2016-02-22
minor corrections
Suraj Yerramilli
2016-02-17
correcting documentation
Suraj Yerramilli
2016-02-16
completing documentation for bj
Suraj Yerramilli
2016-02-16
added documentation for Box-Jenkins models
Suraj Yerramilli
2016-02-15
minor modifications
Suraj Yerramilli
2016-02-15
bug fixes in bj routine
Suraj Yerramilli
2016-02-15
minor correction in filter
Suraj Yerramilli
2016-02-15
minor corrections
Suraj Yerramilli
2016-02-15
changed ts model from ar to ma
Suraj Yerramilli
2016-02-14
changing initial guess from iv4 to iv
Suraj Yerramilli
2016-02-14
fixing the initialization of psi in the oe routine
Suraj Yerramilli
2016-02-14
changed initial estimate for oe from arx to iv4
Suraj Yerramilli
2016-02-13
changing initial estimates to be generated from iv4
Suraj Yerramilli
2016-02-13
added initial parameter estimates for ARMAX model
Suraj Yerramilli
2016-02-13
added argument for regularization parameter
Suraj Yerramilli
2016-02-10
corrected the levenberg marquadt algorithm
Suraj Yerramilli
2016-02-10
correcting vector -> matrix conversion errors
Suraj Yerramilli
2016-02-10
reverting code deletion in oe routine
Suraj Yerramilli
2016-02-10
added the bj routine
Suraj Yerramilli
2016-01-07
documentation for fit char
Suraj Yerramilli
2016-01-07
added a function to return the fit characteristics
Suraj Yerramilli
2016-01-03
created a separate predict file containing predict methods
Suraj Yerramilli
2016-01-03
added predict routine for idpoly objects
Suraj Yerramilli
2016-01-02
adding nahead feature
Suraj Yerramilli
2016-01-02
Pretty Printing poly models
Suraj Yerramilli
2016-01-02
generating print characteristics
Suraj Yerramilli
2016-01-02
added NRMSE measure
Suraj Yerramilli
2016-01-02
changed first argument for S3 methods
Suraj Yerramilli
2016-01-02
modified the doc format
Suraj Yerramilli
2016-01-02
removing an unstable line
Suraj Yerramilli
2016-01-02
improving quality of initial ARMAX parameters
Suraj Yerramilli
2016-01-02
modified documentation to render stable pdf rendering
Suraj Yerramilli
2015-12-31
added prediction step for ARMAX
Suraj Yerramilli
2015-12-30
Syntax additions
Suraj Yerramilli
2015-12-30
minor documentation updates
Suraj Yerramilli
2015-12-30
Corrected Error in plot function
Suraj Yerramilli
2015-12-30
updated oe documentation example
Suraj Yerramilli
2015-12-30
updated oe documentation
Suraj Yerramilli
2015-12-30
corrected code errors
Suraj Yerramilli
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