https://github.com/cran/dse
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Tip revision: 83ee9d6f5145872c7c9fe2a857660469d39351a9 authored by Paul Gilbert on 03 November 2011, 12:48:21 UTC
version 2011.11-1
Tip revision: 83ee9d6
MittnikReducedModels.Rd
\name{MittnikReducedModels}
\alias{MittnikReducedModels}
\title{Reduced Models via Mittnik SVD balancing}
\description{Reduced Models via Mittnik SVD balancing.}
\usage{
    MittnikReducedModels(largeModel)
}
\arguments{
    \item{largeModel}{An SS TSmodel.}
}
\value{A list of state space TSmodels with smaller state dimensions.}
\details{
The largeModel is balanced by the SVD method promoted by Mittnik (see 
MittnikReduction) and then models for every state dimension up to the 
state dimension of the largeModel are return. Note that this procedure 
does not result in smaller models which are balanced.
}
\seealso{
\code{\link{MittnikReduction}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
    z <-  MittnikReducedModels(toSS(estVARXls(eg1.DSE.data.diff))) 
}
\concept{DSE}
\keyword{ts}

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