TestStability {simStateSpace} | R Documentation |
Test Stability
Description
The function computes the eigenvalues of the input matrix x
.
It checks if the real part of all eigenvalues is negative.
If all eigenvalues have negative real parts,
the system is considered stable.
Usage
TestStability(x)
Arguments
x |
Numeric matrix. |
Author(s)
Ivan Jacob Agaloos Pesigan
See Also
Other Simulation of State Space Models Data Functions:
LinSDE2SSM()
,
SimBetaN()
,
SimPhiN()
,
SimSSMFixed()
,
SimSSMIVary()
,
SimSSMLinGrowth()
,
SimSSMLinGrowthIVary()
,
SimSSMLinSDEFixed()
,
SimSSMLinSDEIVary()
,
SimSSMOUFixed()
,
SimSSMOUIVary()
,
SimSSMVARFixed()
,
SimSSMVARIVary()
,
TestPhi()
,
TestStationarity()
Examples
x <- matrix(
data = c(
-0.357, 0.771, -0.450,
0.0, -0.511, 0.729,
0, 0, -0.693
),
nrow = 3
)
TestStability(x)
[Package simStateSpace version 1.2.2 Index]