From f995715a8525d9e01528a60ed1a718b3aeff3111 Mon Sep 17 00:00:00 2001
From: Suraj Yerramilli
Date: Sun, 22 Mar 2015 23:55:38 +0530
Subject: Added skeleton for impulse response models

---
 R/impulse.R | 24 ++++++++++++++++++++++++
 R/tf.R      |  1 +
 2 files changed, 25 insertions(+)
 create mode 100644 R/impulse.R

(limited to 'R')

diff --git a/R/impulse.R b/R/impulse.R
new file mode 100644
index 0000000..834a42d
--- /dev/null
+++ b/R/impulse.R
@@ -0,0 +1,24 @@
+# Estimate Impulse Response Models
+impulseest <- function(data,lags=30,conf=0.95){
+  require(vars)
+  Z <- cbind(data$output,data$input)
+  
+  fit.var <- VAR(Z,p=10)
+  ir <- irf(fit.var,impulse=colnames(data$input),response=colnames(data$output),
+            n.ahead = lags,ci=conf)
+  
+  out <- list()
+  class(out) <- "impulseest"
+  return(out)
+}
+
+# Impulse Response Plots
+impulse <- function(model){
+  
+}
+
+
+# Step Response Plots
+step <- function(model){
+  
+}
diff --git a/R/tf.R b/R/tf.R
index 2338778..350f4bd 100644
--- a/R/tf.R
+++ b/R/tf.R
@@ -19,6 +19,7 @@ tf <- function(num=c(1),den=c(1),Ts=1){
 #' Printing method for objects inheriting from class \code{tf}
 #' 
 #' @param G an object of class \code{tf}
+#' @export
 print.tf <- function(G){ 
   cat("Transfer Function \nG(q^{-1}) = B(q^{-1})/A(q^{-1}) \n\n")
   cat("A(q^{-1}) = ")
-- 
cgit