https://github.com/cran/dse
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Tip revision: 69c8d344d69fc70f001c8b631223f200452ca0b8 authored by Paul Gilbert on 28 November 2011, 11:59:58 UTC
version 2011.11-2
Tip revision: 69c8d34
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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