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dse (version 2014.11-1)

checkBalance: Check Balance of a TSmodel

Description

Calculate the difference between observability and reachability gramians.

Usage

checkBalance(model)
    ## S3 method for class 'SS':
checkBalance(model)
    ## S3 method for class 'ARMA':
checkBalance(model)
    ## S3 method for class 'TSestModel':
checkBalance(model)

Arguments

model
A TSmodel object.

Value

  • No value is returned.

Side Effects

Differences between the observability and reachability gramians are printed.

concept

DSE

Details

Balanced models should have equal observability and reachability gramians.

See Also

checkBalanceMittnik MittnikReduction

Examples

Run this code
data("eg1.DSE.data.diff", package="dse")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    checkBalance(model)

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