checkBalanceMittnik: Check Balance of a TSmodel

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Calculate the difference between observability and reachability gramians of the model transformed to Mittnik's form.

Usage

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

Arguments

model

An object of class TSmodel.

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

checkBalance MittnikReduction

Examples

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

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