gmap {dse1} | 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

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    gmap(2, model)

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