e number of linear predictors in the model and t is the time series length.</p></li>
<li><p>FF.labs Matrix: A n x k character matrix describing the type of value of each element of FF.</p></li>
<li><p>G Matrix: A 3D-array containing the evolution 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>G.labs Matrix: A n x n character matrix describing the type of value of each element of G.</p></li>
<li><p>D Array: A 3D