Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

generateSSmodel

Randomly generate a state space model


Description

Randomly generate a state space model.

Usage

generateSSmodel(m,n,p, stable=FALSE)

Arguments

n,m,p

Input, state and output dimensions.

stable

TRUE or FALSE indicating if the model must be stable.

Details

Randomly generate a state space model. If stable is true then the largest root will have magnitude less than 1.0.

Value

An SS TSmodel.

Examples

z <-  generateSSmodel(2,3,1)

EvalEst

Dynamic Systems Estimation - Extensions

v2021.2-1
GPL-2
Authors
Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.