validmod (Model Predicitve Control Toolbox)

Validates an impulse response model for a new set of data.

Syntax

yres = validmod(xreg,yreg,theta) 
yres = validmod(xreg,yreg,theta,plotopt)

Description

Model validation is a very important part of building a model. For a new set of data, xreg and yreg, the impulse response model is tested by calculating the output residual, yres. theta consists of impulse response coefficients as determined by routines such as plsr or mlr.

Optional input, plotopt, can be supplied to produce various plots. No plot is produced if plotopt is equal to 0 which is the default; a plot of the actual output and the predicted output is produced if plotopt=1; two plots -- plot of actual and predicted output, and plot of output residual -- are produced for plotopt=2.

Example

See plsr for an example of the use of this function.