generateSSmodel

Randomly generate a state space model.

Provides functions for evaluating (time series) model
estimation methods. These facilitate Monte Carlo experiments of repeated
simulations and estimations. Also provides methods for
looking at the distribution of the results from these experiments,
including model roots (which are an equivalence class invariant).

Paul Gilbert

EvalEst

Dynamic Systems Estimation - Extensions

generateSSmodel function

<dl> <dt>n,m,p</dt>
<dd>Input, state and output dimensions.</dd> <dt>stable</dt>
<dd>TRUE or FALSE indicating if the model must be stable.</dd></dl>

Arguments

Randomly generate a state space model — generateSSmodel

<dl>

 <dt>n,m,p</dt>
<dd>Input, state and output dimensions.</dd>

 <dt>stable</dt>
<dd>TRUE or FALSE indicating if the model must be stable.</dd>

</dl>

generateSSmodel: Randomly generate a state space model

Description

Usage

Value

Arguments

Details

Examples