gmap                  package:dse1                  R Documentation

_B_a_s_i_s _T_r_a_n_s_f_o_r_m_a_t_i_o_n _o_f _a _M_o_d_e_l.

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

     Transform the basis for the state by a given invertible matrix.

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

         gmap(g, model)

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

       g: An invertible matrix

   model: An object of class TSmodel.

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

     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.

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

     An equivalent model transformed using g.

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

     if(is.R()) data("eg1.DSE.data.diff", package="dse1")
     model <- to.SS(est.VARX.ls(eg1.DSE.data.diff))
     gmap(2, model)

