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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) INRIA -
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
function [sig,resid]=epred(r,s,q,coef,y,u,b0f)
//<sig,resid>=epred(r,s,q,coef,y,u,b0f)
// Utilisee par armax1 pour calculer l'erreur de prediction
// coef= [-a1,..,-ar,b0,...,b_s,d1,...,d_q]'
// ou coef= [-a1,..,-ar,b1,...,b_s,d1,...,d_q]' si b0f=1
//!
[n1,n2]=size(y);
t0=max(max(r,s+1),1)+1;
if r<>0;XTM1=y((t0-1):-1:(t0-r));else XTM1=[];end
if s<>-1;UTM1=u(t0-b0f:-1:(t0-s));else UTM1=[];end
if q<>0;ETM1=0*ones(1,q);else ETM1=[];end
npar=r+s+1-b0f+q
ZTM1=[XTM1,UTM1,ETM1]';
resid=0*ones(1,n2);
for t=t0+1:n2,
if r<>0;XT=[ y(t-1), XTM1(1:(r-1))];else XT=[];end
if s<>-1;UT=[ u(t-b0f), UTM1(1:(s-b0f))];else UT=[];end
resid(t)=y(t-1)- coef'*ZTM1;
if q<>0;ET=[ resid(t), ETM1(1:(q-1))];else ET=[];end
ZT=[XT,UT,ET]';
XTM1=XT;UTM1=UT;ETM1=ET;ZTM1=ZT;
end
sig=1/(n2-t0)*sum(resid.*resid)
endfunction
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