dse (version 2020.2-1)

gmap: Basis Transformation of a Model.

Description

Transform the basis for the state by a given invertible matrix.

Usage

gmap(g, model)

Arguments

g

An invertible matrix

model

An object of class TSmodel.

Value

An equivalent model transformed using g.

Details

If the input model is in state space form g is a change of basis for the state. If the input model is in ARMA form then the polynomials are premultiplied by g. If g is a scalar it is treated as a diagonal matrix.

Examples

# NOT RUN {
data("eg1.DSE.data.diff", package="dse")
model <- toSS(estVARXls(eg1.DSE.data.diff))
gmap(2, model)
# }