dse (version 2020.2-1)

checkBalanceMittnik: 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 ARMA
checkBalanceMittnik(model)
    # S3 method for SS
checkBalanceMittnik(model)
    # S3 method for TSestModel
checkBalanceMittnik(model)

Arguments

model

An object of class TSmodel.

Value

No value is returned.

Side Effects

Differences between the observability and reachability gramians are printed.

Details

Balanced models should have equal observability and reachability gramians.

See Also

checkBalance MittnikReduction

Examples

# NOT RUN {
    data("eg1.DSE.data.diff", package="dse")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    checkBalanceMittnik(model)
# }