reachability: Calculate Model Reachability Matrix

In dse: Dynamic Systems Estimation (Time Series Package)

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.

See Also

observability, stability roots McMillanDegree

Examples

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

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

Singular values of reachability matrix for input:  0.006094148 0.004789676 0.002410393 0.001618105 0.0009043257 0.0005814019 0.0003104714 0.0002509156 0.0001257109 0.0001030276 4.65561e-05 1.744299e-05 9.32195e-06 4.063532e-06 3.34709e-06 2.751951e-06 1.142573e-06 8.094117e-07Singular values of reachability matrix for noise:  1.81412 1.065442 0.9018306 0.8444596 0.5378998 0.4286245 0.3000966 0.226684 0.1518509 0.1045007 0.08710536 0.07199097 0.05470163 0.03177719 0.02111276 0.008895633 0.00432036 0.003726341 

dse documentation built on March 26, 2020, 7:12 p.m.