dse: reachability – R documentation

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reachability

Calculate Model Reachability Matrix

Description

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

Usage

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

Arguments

model

An object containing TSmodel.

Details

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

Value

The singular values of the reachability matrix.

Examples

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

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release