-array containing the discount factor matrix for each time. Its dimension should be n x n x t, where n is the number of latent states and t is the time series length.</p></li>
<li><p>H Array: A 3D-array containing the covariance matrix of the noise for each time. Its dimension should be the same as D.</p></li>
<li><p>a1 Vector: The prior mean for the latent vector.</p></li>
<li><p>R1 Matrix: The prior covariance matrix for the latent vector.</p></li>
<li><p>var.names list: A list containing the variables in