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#' Estimate Impulse Response Models
#'
#' \code{impulseest} is used to estimate impulse response models in the
#' given data
#'
#' @param data an object of class \code{idframe}
#' @param M Order of the FIR Model (Default:\code{30})
#' @param K Transport delay in the estimated impulse response
#' (Default:\code{0})
#'
#' @seealso \code{\link{plot.impulseest}}, \code{\link{step}}
#' @export
impulseest <- function(data,M=30,K=0){
N <- dim(data$output)[1]
ind <- (M+K+1):N
z_reg <- function(i) data$input[(i-K):(i-M-K),]
Z <- t(sapply(ind,z_reg))
Y <- data$output[ind,]
fit <- lm(Y~Z-1)
out <- list(coefficients=coef(fit),residuals=resid(fit),lags=K:M+K,
x=colnames(data$input),y=colnames(data$output))
class(out) <- "impulseest"
return(out)
}
#' Impulse Response Plots
#'
#' Plots the estimated IR Coefficients
#'
#' @param model an object of class \code{impulseest}
#'
#' @seealso \code{\link{impulseest}},\code{\link{step}}
#' @export
plot.impulseest <- function(model){
title <- paste("Impulse Response \n From",model$x,"to",model$y)
plot(model$lags,coef(model),type="h",xlab="Lag",ylab= model$y,
main = title)
abline(h=0)
}
#' Step Response Plots
#'
#' Plots the step response of a system, given the IR model
#'
#' @param model an object of class \code{impulseest}
#'
#' @seealso \code{\link{impulseest}}
#' @export
step <- function(model){
}
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