@@ -46,12 +46,12 @@ object AutoregressionX {
4646 * @return an ARXModel, which is an autoregressive model with exogenous variables
4747 */
4848 def fitModel (
49- y : Vector [Double ],
50- x : Matrix [Double ],
51- yMaxLag : Int ,
52- xMaxLag : Int ,
53- includeOriginalX : Boolean = true ,
54- noIntercept : Boolean = false ): ARXModel = {
49+ y : Vector [Double ],
50+ x : Matrix [Double ],
51+ yMaxLag : Int ,
52+ xMaxLag : Int ,
53+ includeOriginalX : Boolean = true ,
54+ noIntercept : Boolean = false ): ARXModel = {
5555 val maxLag = max(yMaxLag, xMaxLag)
5656 val arrY = y.toArray
5757 // Make left hand side, note that we must drop the first maxLag terms
@@ -69,11 +69,11 @@ object AutoregressionX {
6969
7070
7171 private [sparkts] def assemblePredictors (
72- y : Array [Double ],
73- x : Array [Array [Double ]],
74- yMaxLag : Int ,
75- xMaxLag : Int ,
76- includeOriginalX : Boolean = true ): Array [Array [Double ]] = {
72+ y : Array [Double ],
73+ x : Array [Array [Double ]],
74+ yMaxLag : Int ,
75+ xMaxLag : Int ,
76+ includeOriginalX : Boolean = true ): Array [Array [Double ]] = {
7777 val maxLag = max(yMaxLag, xMaxLag)
7878 // AR terms from dependent variable (autoregressive portion)
7979 val arY = Lag .lagMatTrimBoth(y, yMaxLag)
@@ -92,22 +92,20 @@ object AutoregressionX {
9292 }
9393}
9494
95- // Jose note: not extending timeseries model, since seems to me to be a different type of model
96- // addingTimeDpendent...etc wouldn't apply here with the original signature, since we need
97- // exogenous variables provided
9895/**
99- * An autoregressive model with exogenous variables
100- * @param c an intercept term, zero if none desired
101- * @param coefficients the coefficients for the various terms. The order of coefficients is as
96+ * An autoregressive model with exogenous variables.
97+ *
98+ * @param c An intercept term, zero if none desired.
99+ * @param coefficients The coefficients for the various terms. The order of coefficients is as
102100 * follows:
103101 * - Autoregressive terms for the dependent variable, in increasing order of lag
104102 * - For each column in the exogenous matrix (in their original order), the
105103 * lagged terms in increasing order of lag (excluding the non-lagged versions).
106104 * - The coefficients associated with the non-lagged exogenous matrix
107- * @param yMaxLag the maximum lag order for the dependent variable
108- * @param xMaxLag the maximum lag order for exogenous variables
109- * @param includesOriginalX a boolean flag indicating if the non-lagged exogenous variables should
110- * be included
105+ * @param yMaxLag The maximum lag order for the dependent variable.
106+ * @param xMaxLag The maximum lag order for exogenous variables.
107+ * @param includesOriginalX A boolean flag indicating if the non-lagged exogenous variables should
108+ * be included.
111109 */
112110class ARXModel (
113111 val c : Double ,
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