https://github.com/cran/dse
Tip revision: ab08892d097753cdf4449136af92b9e9fb89871c authored by Paul Gilbert on 01 December 2009, 00:00:00 UTC
version 2009.12-1
version 2009.12-1
Tip revision: ab08892
observability.Rd
\name{observability}
\alias{observability}
\alias{observability.ARMA}
\alias{observability.SS}
\alias{observability.TSestModel}
\title{Calculate Model Observability Matrix}
\description{
Calculate the singular values of the observability matrix of a model.
}
\usage{
observability(model)
\method{observability}{ARMA}(model)
\method{observability}{SS}(model)
\method{observability}{TSestModel}(model)
}
\arguments{
\item{model}{An object containing a TSmodel.}
}
\value{The singular values of the observability matrix.}
\details{
If all singular values are significantly different from zero the
model is observable.
}
\seealso{
\code{\link{reachability}},
\code{\link{stability}}
\code{\link{McMillanDegree}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
model <- toSS(estVARXls(eg1.DSE.data.diff))
observability(model)
}
\concept{DSE}
\keyword{ts}