checkBalance: Check Balance of a TSmodel

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate the difference between observability and reachability gramians.

Usage

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

Arguments

model

A TSmodel object.

Details

Balanced models should have equal observability and reachability gramians.

Value

No value is returned.

Side Effects

Differences between the observability and reachability gramians are printed.

See Also

checkBalanceMittnik MittnikReduction

Examples

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

dse documentation built on March 4, 2020, 3:01 a.m.