polyMatrix: CanForm – R documentation

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CanForm

Conversion of an ARMA representation to a canonical form

Description

The representation of an ARMA processes is unambiguous only in canonical form. The CanForm method, if the necessary parameters are given converts the ARMA representation to echelon, final or scm form.

Usage

CanForm(pM,form)
CanForm.echelon(pM)
CanForm.final(pM)
CanForm.scm(pM)

Arguments

`pM`	an arbitrary `pMvarma` class object
`form`	an arbitrary or "`echelon`", "`final`", "`scm`" form code

Value

An pMvarma class object in echelon, final or scm form.

Note

This method doesn't work yet - is not implemented yet.

Examples

parma <- polyMgen.varma(3,3,rand=TRUE,degree=c(1,1))
parma

CanForm(parma,"final")
CanForm(parma,"echelon")
CanForm(parma,"scm")

# clean up
# rm(parma)

polyMatrix

Infrastructure for Manipulation Polynomial Matrices

v0.3.1

MIT + file LICENSE

Authors

Tamas Prohle [aut], Peter Prohle [aut], Nikolai Ryzhkov [aut, cre], Ildiko Laszlo [aut] (<https://orcid.org/0000-0003-2324-8183>), Ulas Onat Alakent [ctb]

Initial release