From 372f1c4bcd231eabfac54a1feaef0537bde7f3a9 Mon Sep 17 00:00:00 2001
From: Fredrik Bagge Carlsson <cont-frb@ulund.org>
Date: Fri, 4 Sep 2015 10:53:11 +0200
Subject: [PATCH] Removed some pltting functions from ar arx
---
src/armax.jl | 34 ++++++++++------------------------
1 file changed, 10 insertions(+), 24 deletions(-)
diff --git a/src/armax.jl b/src/armax.jl
index 01ab5b5..b3aafce 100644
--- a/src/armax.jl
+++ b/src/armax.jl
@@ -1,6 +1,6 @@
"""`ar(y, na; λ = 0, doplot=false, bias=false)`"""
-function ar(y::Vector{Float64}, na; λ = 0, doplot=false, bias=false)
- y_train, A = getARRegressor(y,na;bias=bias)
+function ar(y::Vector{Float64}, na; λ = 0, bias=false)
+ y_train, A = getARregressor(y,na;bias=bias)
n_points = size(A,1)
if λ == 0
w = A\y_train
@@ -9,20 +9,13 @@ function ar(y::Vector{Float64}, na; λ = 0, doplot=false, bias=false)
end
prediction = A*w
error = y_train - prediction
- if doplot
- newplot(y_train,"k")
- plot(prediction,"b")
- plot(error,"r"); title("Fitresult, AR, na: $na, RMSE: $(round(rms(error),4)) Fit = $(round(fit(y_train,prediction),4))")
- # Exit ===============================================
- println("AR done. na: $na + 1 bias, RMSE: $(round(rms(error),4))")
- end
- return w, error
+ return AR(w,na,bias,λ), FitResult(error,:LS)
end
-ar(iddata::IdData, na; λ = 0, doplot=false, bias=false) = ar(iddata.y, na; λ = 0, doplot=doplot, bias=bias)
+ar(iddata::IdData, na; λ = 0, doplot=false, bias=false) = ar(iddata.y, na; λ = 0, bias=bias)
"""arx(y, u, na, nb; λ = 0, doplot=false, bias=false)"""
function arx(y::Vector{Float64}, u::VecOrMat{Float64}, na, nb; λ = 0, doplot=false, bias=false)
- y_train, A = getARXRegressor(y,u, na, nb; bias=bias)
+ y_train, A = getARXregressor(y,u, na, nb; bias=bias)
n_points = size(A,1)
if λ == 0
w = A\y_train
@@ -31,17 +24,10 @@ function arx(y::Vector{Float64}, u::VecOrMat{Float64}, na, nb; λ = 0, doplot=fa
end
prediction = A*w
error = y_train - prediction
- if doplot
- newplot(y_train,"k")
- plot(prediction,"b")
- plot(error,"r"); title("Fitresult, ARX, na: $na, nb: $nb, $(bias ? "+ 1 bias," : "") RMSE: $(round(rms(error),4)) Fit = $(round(fit(y_train,prediction),4))")
- # Exit ===============================================
- println("ARX done. na: $na, nb: $nb, $(bias ? "+ 1 bias," : "") RMSE: $(round(rms(error),4))")
- end
- return w, error
-end
-arx(iddata::IdData, na, nb; λ = 0, doplot=false, bias=false) = arx(iddata.y, iddata.u, na, nb; λ = 0, doplot=doplot, bias=bias)
+ return AR(w,na,bias,λ), FitResult(error,:LS)
+end
+arx(iddata::IdData, na, nb; λ = 0, bias=false) = arx(iddata.y, iddata.u, na, nb; λ = 0, bias=bias)
function getARregressor(y::Vector{Float64},na;bias=false)
@@ -54,7 +40,7 @@ function getARregressor(y::Vector{Float64},na;bias=false)
end
return y,A
end
-getARregressor(iddata::IdData, na, bias=false) = getARXRegressor(iddata.y, na, bias=bias)
+getARregressor(iddata::IdData, na, bias=false) = getARXregressor(iddata.y, na, bias=bias)
function getARXregressor(y::Vector{Float64},u::VecOrMat{Float64}, na, nb; bias=false)
assert(length(nb) == size(u,2))
@@ -75,7 +61,7 @@ function getARXregressor(y::Vector{Float64},u::VecOrMat{Float64}, na, nb; bias=f
end
return y,A
end
-getARXregressor(iddata::IdData, na, nb; bias=false) = getARXRegressor(iddata.y,iddata.u, na, nb, bias=bias)
+getARXregressor(iddata::IdData, na, nb; bias=false) = getARXregressor(iddata.y,iddata.u, na, nb, bias=bias)
"""Plots the RMSE and AIC for model orders up to `n`. Useful for model selection"""
--
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