toSSChol {dse}  R Documentation 
This function may not be working properly.
Convert to a noninnovations state space representation using
the given matrix (Om) as the measurement noise covariance.
Om would typically be an estimate of the output noise, such as returned
in $estimates$cov
of the function l
(l.SS
or l.ARMA
).
This assumes that the noise processes in the arbitrary SS representation
are white and uncorrelated.
toSSChol(model, ...)
## S3 method for class 'TSmodel'
toSSChol(model, Om=diag(1,nseriesOutput(model)), ...)
## S3 method for class 'TSestModel'
toSSChol(model, Om=NULL, ...)
model 
An object of class TSmodel. 
Om 
a matrix to be used as the measurement noise covariance. If Om is
not supplied and model is of class TSestModel then

... 
arguments to be passed to other methods. 
Convert to a noninnovations SS representation using a Cholesky decomposition of Om as the coefficient matrix of the output noise.
An object of class 'SS' 'TSmodel' containing a state space model which is not in innovations form.
data("eg1.DSE.data.diff", package="dse")
model < estVARXls(eg1.DSE.data.diff)
model < toSSChol(model)