toSSOform {dse} R Documentation

## Convert to Oform

### Description

Convert a state space model to (observability?) form.

### Usage

    toSSOform(model)
## S3 method for class 'TSmodel'
toSSOform(model)
## S3 method for class 'TSestModel'
toSSOform(model)


### Arguments

 model An object of class TSmodel.

### Details

WARNING: This function does not work properly.

Convert to a SS innovations representation with a minimum number of parameters by converting as much of H as possible to I matrix. Any remaining reductions are done by converting part of ?? to I. It seems there should remain n(m+2p) free parameters in F,G,H,K, and Om is determined implicitly by the residual.

### Value

An object of class 'SS' 'TSmodel' containing a state space model in observability form (more or less).

toSSinnov
    data("eg1.DSE.data.diff", package="dse")