Test Stability

The function computes the eigenvalues of the input matrix x. It checks if the real part of all eigenvalues is negative. If all eigenvalues have negative real parts, the system is considered stable.

Usage

TestStability(x)

Arguments

x

Numeric matrix.

See also

Other Simulation of State Space Models Data Functions: LinSDE2SSM(), PBSSMLinSDEFixed(), PBSSMOUFixed(), PBSSMVARFixed(), SimBetaN(), SimPhiN(), SimSSMFixed(), SimSSMIVary(), SimSSMLinGrowth(), SimSSMLinGrowthIVary(), SimSSMLinSDEFixed(), SimSSMLinSDEIVary(), SimSSMOUFixed(), SimSSMOUIVary(), SimSSMVARFixed(), SimSSMVARIVary(), TestPhi(), TestStationarity()

Author

Ivan Jacob Agaloos Pesigan

Examples

x <- matrix(
  data = c(
    -0.357, 0.771, -0.450,
    0.0, -0.511, 0.729,
    0, 0, -0.693
  ),
  nrow = 3
)
TestStability(x)
#> [1] TRUE