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, margin = 0)

Arguments

x

Numeric matrix.

margin

Numeric scalar specifying the stability threshold for the real part of the eigenvalues. The default 0.0 corresponds to the imaginary axis; values less than 0.0 enforce a stricter stability margin.

See also

Other Simulation of State Space Models Data Functions: LinSDE2SSM(), LinSDECovEta(), LinSDECovY(), LinSDEMeanEta(), LinSDEMeanY(), ProjectToHurwitz(), ProjectToStability(), SSMCovEta(), SSMCovY(), SSMMeanEta(), SSMMeanY(), SimAlphaN(), SimBetaN(), SimBetaN2(), SimCovDiagN(), SimCovN(), SimIotaN(), SimNuN(), SimPhiN(), SimPhiN2(), SimSSMFixed(), SimSSMIVary(), SimSSMLinGrowth(), SimSSMLinGrowthIVary(), SimSSMLinSDEFixed(), SimSSMLinSDEIVary(), SimSSMOUFixed(), SimSSMOUIVary(), SimSSMVARFixed(), SimSSMVARIVary(), SpectralRadius(), TestPhi(), TestPhiHurwitz(), 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