https://github.com/cran/dse
Tip revision: f6673198843cfdf7ab8542715823fa692f1eb83c authored by Paul Gilbert on 07 March 2013, 00:00:00 UTC
version 2013.3-2
version 2013.3-2
Tip revision: f667319
gmap.Rd
\name{gmap}
\alias{gmap}
\title{Basis Transformation of a Model.}
\description{
Transform the basis for the state by a given invertible matrix.
}
\usage{
gmap(g, model)
}
\arguments{
\item{g}{An invertible matrix}
\item{model}{An object of class TSmodel.}
}
\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{
data("eg1.DSE.data.diff", package="dse")
model <- toSS(estVARXls(eg1.DSE.data.diff))
gmap(2, model)
}
\concept{DSE}
\keyword{ts}
%%\name{findg}
%%\alias{findg}
%%\title{Find Equivalence Transformation}
%%\description{
%% Try to find a matrix g which makes two models equivalent.
%% }
%%\usage{
%% findg(model1, model2, minf=nlmin)
%%}
%%\arguments{
%%
%% \item{model1, model2}{Objects of class TSmodel.}
%% \item{minf}{Algorithm used to minimize the difference.}
%%}
%%\value{A matrix which converts one model to the other.}
%%\details{
%%This is set up as a minimization problem with the objective
%%to reduce the squared difference between parameters.
%%}
%%\note{WARNING: This program does not work very well.
%% It is also rather crude and can be very slow.
%% }
%%\seealso{
%% \code{\link{gmap}}
%%}
%%\examples{
%%# findg(model1, model2)
%%}
%%\concept{DSE}
%%\keyword{ts}