scale.TSmodel
scale.TSmodel
Description
Scale a model by a given factor.
Usage
Required Arguments
- model
-
An object of class TSmodel.
- scale
-
A list with two matrices or vectors, named input and output,
giving the multiplication factor for model inputs and outputs.
Vectors are treated as diagonal matrices.
input.data(scale) can be NULL if no transformation is to be applied (or
the model has no input)
Value
This is a generic function with methods for state space and ARMA models.
The resulting model has inputs and outputs (and innovations) which are
scaled as if data scaling had been applied to them. (see scale.TSdata) ie. if S
and T are output and input scaling matrices then
y'(t) = S y(t) where y' is the new output
u'(t) = S u(t) where u' is the new input
Thus if the input and output scales are diagonal matrices or scalars the
plot of the predictions and residuals for
l(scale(model,somescale), scale(data, somescale))
while have the same appearance as
l(model, data)
but will be scaled differently.
See Also
Examples
model <- scale(model, scalefactors)
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