https://github.com/cran/dse
Tip revision: f9aa6f7ec42024ca88a37a5e6984bada0a8d3891 authored by Paul Gilbert on 07 March 2013, 08:03:12 UTC
version 2013.3-2
version 2013.3-2
Tip revision: f9aa6f7
toSSOform.Rd
\name{toSSOform}
\alias{toSSOform}
\alias{toSSOform.TSmodel}
\alias{toSSOform.TSestModel}
\title{Convert to Oform}
\description{Convert a state space model to (observability?) form.}
\usage{
toSSOform(model)
\method{toSSOform}{TSmodel}(model)
\method{toSSOform}{TSestModel}(model)
}
\arguments{
\item{model}{An object of class TSmodel.}
}
\value{
An object of class 'SS' 'TSmodel' containing a state space
model in observability form (more or less).
}
\details{
WARNING: This function does not work properly.
Convert to a SS innovations representation with a minimum number
of parameters by converting as much of H as possible to I matrix.
Any remaining reductions are done by converting part of ?? to I.
It seems there should remain n(m+2p) free parameters in F,G,H,K, and Om is
determined implicitly by the residual.
}
\seealso{
\code{\link{toSSinnov}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
% model <- toSSOform(model)
}
\concept{DSE}
\keyword{ts}