MittnikReducedModels: Reduced Models via Mittnik SVD balancing
In dse: Dynamic Systems Estimation (Time Series Package)
Description
Usage
Arguments
Details
Value
See Also
Examples
Description
Reduced Models via Mittnik SVD balancing.
Usage
1
MittnikReducedModels(largeModel)
Arguments
largeModel
An SS TSmodel.
Details
The largeModel is balanced by the SVD method promoted by Mittnik (see
MittnikReduction) and then models for every state dimension up to the
state dimension of the largeModel are return. Note that this procedure
does not result in smaller models which are balanced.
Value
A list of state space TSmodels with smaller state dimensions.
See Also
Examples
1
2
data("eg1.DSE.data.diff", package="dse")
z <- MittnikReducedModels(toSS(estVARXls(eg1.DSE.data.diff)))
dse documentation built on March 26, 2020, 7:12 p.m.
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Description Usage Arguments Details Value See Also Examples
Description
Reduced Models via Mittnik SVD balancing.
Usage
1 | MittnikReducedModels(largeModel)
|
Arguments
largeModel |
An SS TSmodel. |
Details
The largeModel is balanced by the SVD method promoted by Mittnik (see MittnikReduction) and then models for every state dimension up to the state dimension of the largeModel are return. Note that this procedure does not result in smaller models which are balanced.
Value
A list of state space TSmodels with smaller state dimensions.
See Also
Examples
1 2 | data("eg1.DSE.data.diff", package="dse")
z <- MittnikReducedModels(toSS(estVARXls(eg1.DSE.data.diff)))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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