dse: checkBalanceMittnik – R documentation

Pricing

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Get Started for Free

Documentation

dse

checkBalanceMittnik

Check Balance of a TSmodel

Description

Calculate the difference between observability and reachability gramians of the model transformed to Mittnik's form.

Usage

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

Arguments

model

An object of class TSmodel.

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))
    checkBalanceMittnik(model)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release