reduced.models.Mittnik
Reduced Models via Mittnik SVD balancing
Description
Reduced Models via Mittnik SVD balancing.
Usage
reduced.models.Mittnik(largeModel)
Required Arguments
- largeModel
-
A state space TSmodel.
Value
A list of state space TSmodels with smaller state dimensions.
Details
The largeModel is balanced by the SVD method promoted by Mittnik (see
reduction.Mittnik) 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.
See Also
Examples
z <- reduced.models.Mittnik(to.SS(est.VARX.ls(data)))
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