checkBalanceMittnik {dse1}R Documentation

Check Balance of a TSmodel

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.

See Also

checkBalance MittnikReduction

Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    checkBalanceMittnik(model)

[Package dse1 version 2006.1-1 Index]