t<a class="anchor" aria-label="anchor" href="#arg-ct"></a></dt>
<dd><p>array: A 3D-array representing the filtered covariance matrix of the latent states at each time. The third dimension should represent the time index.</p></dd>


<dt id="arg-at">at<a class="anchor" aria-label="anchor" href="#arg-at"></a></dt>
<dd><p>matrix: A matrix containing the one-step-ahead mean of the latent states at each time based upon the filtered mean. Each row should represent one variable.</p></dd>


<dt id="arg-rt">Rt<a clas