MittnikReducedModels          package:dse1          R Documentation

_R_e_d_u_c_e_d _M_o_d_e_l_s _v_i_a _M_i_t_t_n_i_k _S_V_D _b_a_l_a_n_c_i_n_g

_D_e_s_c_r_i_p_t_i_o_n:

     Reduced Models via Mittnik SVD balancing.

_U_s_a_g_e:

         MittnikReducedModels(largeModel)

_A_r_g_u_m_e_n_t_s:

largeModel: An SS TSmodel.

_D_e_t_a_i_l_s:

     The largeModel is balanced by the SVD method promoted by Mittnik
     (see  MittnikReduction) and then models for every state dimension
     up to the  state dimension of the largeModel are return. Note that
     this procedure  does not result in smaller models which are
     balanced.

_V_a_l_u_e:

     A list of state space TSmodels with smaller state dimensions.

_S_e_e _A_l_s_o:

     'MittnikReduction'

_E_x_a_m_p_l_e_s:

     if(is.R()) data("eg1.DSE.data.diff", package="dse1")
         z <-  MittnikReducedModels(toSS(estVARXls(eg1.DSE.data.diff))) 

