Re: [R] Simulate ARX model.

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Wed, 26 Mar 2008 20:23:07 -0700

      Have you tried the vignette:

            (dse <- vignette("dse-guide"))
            Stangle(dse$file)

      This should open "dse-guide.pdf" in Acrobat and create a file 
"dse-guide.R" in the working directory. The latter file should contain the R commands used in the vignette.

      Do you really need the "innovations form" with 'u' driving both the transitions and the observations? If no, you may also want to consider the 'dlm' vignette:

            (dlm <- vignette("dlm"))
            Stangle(dlm$file)   

      Both of these vignettes describe simulations. 

      If you'd like more help from this listserve, PLEASE do read the 
posting guide http://www.R-project.org/posting-guide.html, especially the part about providing commented, minimal, self-contained, reproducible code.
      Hope this helps. 
      Spencer               

Todd Remund wrote:
> I have obtained from transfer functions, the state space matrices for the following state space model.
>
> x* = Ax + Bu
> y = Cx + Du
>
> I have A, B, C, and D, now I would like to take the exogenous inputs and simulate the data using the state space model. I know there is a simulate function in the package dse1, but I am unsure as to what type of TSmodel to create to put into it. Could anyone give me some hints? Thanks.
>
> Todd Remund
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 27 Mar 2008 - 03:26:53 GMT

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