MittnikReducedModels {dse}R Documentation

Reduced Models via Mittnik SVD balancing

Description

Reduced Models via Mittnik SVD balancing.

Usage

    MittnikReducedModels(largeModel)

Arguments

largeModel

An SS TSmodel.

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.

Value

A list of state space TSmodels with smaller state dimensions.

See Also

MittnikReduction

Examples

data("eg1.DSE.data.diff", package="dse")
    z <-  MittnikReducedModels(toSS(estVARXls(eg1.DSE.data.diff))) 

[Package dse version 2020.2-1 Index]