dse: observability – R documentation

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observability

Calculate Model Observability Matrix

Description

Calculate the singular values of the observability matrix of a model.

Usage

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

Arguments

model

An object containing a TSmodel.

Details

If all singular values are significantly different from zero the model is observable.

Value

The singular values of the observability matrix.

Examples

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

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release