gmap {dse} R Documentation

## Basis Transformation of a Model.

### Description

Transform the basis for the state by a given invertible matrix.

### Usage

    gmap(g, model)


### Arguments

 g An invertible matrix model An object of class TSmodel.

### 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.

### Value

An equivalent model transformed using g.

### Examples

data("eg1.DSE.data.diff", package="dse")
model <- toSS(estVARXls(eg1.DSE.data.diff))
gmap(2, model)


[Package dse version 2020.2-1 Index]