Unverified Commit 592a42fe authored by Meryem Ayşe Yücel's avatar Meryem Ayşe Yücel Committed by GitHub
Browse files

Update ar_fit.m (#161) 

* Update ar_fit.m

Fixing bug in filename stepwise->stepwisefit, and the relevant extracted output.

* Update ar_glm_final.m

Reducing the number of max iterations to 10 for the sake of computational time.
parent a383a3f3

FuncRegistry/UserFunctions/iWLS/ar_fit.m

+4 −1
Original line number Diff line number Diff line
@@ -26,7 +26,10 @@ if(nosearch) 
    coef = invR * Q'*yy(lstValid);

    res = yy(lstValid) - X(lstValid,:)*coef;

else

    [coef, res] = stepwise(X(lstValid,:), yy(lstValid));

    [B,SE,PVAL,in,stats,nextstep,history] = stepwisefit(X(lstValid,:), yy(lstValid),'Display','off');

    coef = B;

    res = stats.yr; 

%     [coef, res] = stepwisefit(X(lstValid,:), yy(lstValid));

end

res = res(1:n);

yhat = y - res;

FuncRegistry/UserFunctions/iWLS/ar_glm_final.m

+1 −1
Original line number Diff line number Diff line
@@ -22,7 +22,7 @@ function [dmoco, beta, tstat, pval, sigma, CovB, dfe, w, P, f] = ar_glm_final( d 
            

            res = y-X*B;

            

            Pmax = 100;

            Pmax = 10;

            a = robust_ar_fit(res, Pmax);

            f = [1; -a(2:end)];

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