dse (version R2000.6-1)

gmap: Basis Transformation of a Model.

Description

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

Usage

gmap(g, model)

Arguments

g

model

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

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- to.SS(est.VARX.ls(eg1.DSE.data.diff))
gmap(2, model)