esired discount factor for each time. It should have length 1 or t, where t is the size of the series. If both D and H are specified, the value of D is ignored.</p></dd>


<dt id="arg-r-">R1<a class="anchor" aria-label="anchor" href="#arg-r-"></a></dt>
<dd><p>scalar: The prior variance of the noise.</p></dd>


<dt id="arg-h">H<a class="anchor" aria-label="anchor" href="#arg-h"></a></dt>
<dd><p>scalar: The variance of the noise. If both D and H are specified, the value of D is ignored.</p></dd>


<dt id="arg