dse: gmap – R documentation

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gmap

Basis Transformation of a Model.

Description

Transform the basis for the state by a given invertible matrix.

Usage

gmap(g, model)

Arguments

`g`	An invertible matrix
`model`	An object of class TSmodel.

Details

If the input model is in state space form g is a change of basis for the state. If the input model is in ARMA form then the polynomials are premultiplied by g. If g is a scalar it is treated as a diagonal matrix.

Value

An equivalent model transformed using g.

Examples

data("eg1.DSE.data.diff", package="dse")
model <- toSS(estVARXls(eg1.DSE.data.diff))
gmap(2, model)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release