Re: [R] Simulate ARX model.

2008-03-26 Thread Spencer Graves
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. D

[R] Simulate ARX model.

2008-03-26 Thread Todd Remund
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