dse: checkBalance – R documentation

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dse

checkBalance

Check Balance of a TSmodel

Description

Calculate the difference between observability and reachability gramians.

Usage

checkBalance(model)
    ## S3 method for class 'SS'
checkBalance(model)
    ## S3 method for class 'ARMA'
checkBalance(model)
    ## S3 method for class 'TSestModel'
checkBalance(model)

Arguments

model

A TSmodel object.

Details

Balanced models should have equal observability and reachability gramians.

Value

No value is returned.

Side Effects

Differences between the observability and reachability gramians are printed.

Examples

data("eg1.DSE.data.diff", package="dse")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    checkBalance(model)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release