s="anchor" aria-label="anchor" href="#arg-rt"></a></dt>
<dd><p>array: A 3D-array representing the one-step-ahead covariance matrix of the latent states at each time based upon the filtered covariance matrix. The third dimension should represent the time index.</p></dd>


<dt id="arg-g">G<a class="anchor" aria-label="anchor" href="#arg-g"></a></dt>
<dd><p>array: A 3D-array representing the transition matrix of the model at each time.</p></dd>


<dt id="arg-g-labs">G.labs<a class="anchor" aria-label="anchor" 