an>, <span class="va">A</span>, <span class="va">C</span>, <span class="va">Q</span>, <span class="va">R</span>, <span class="va">F_0</span>, <span class="va">P_0</span>, loglik <span class="op">=</span> <span class="cn">FALSE</span><span class="op">)</span></code></pre></div>
    </div>

    <div id="arguments">
    <h2>Arguments</h2>
    <dl><dt>X</dt>
<dd><p>numeric data matrix (\(T \times n\)).</p></dd>


<dt>A</dt>
<dd><p>transition matrix (\(rp \times rp\)).</p></dd>


<dt>C</dt>
<dd><p>observation ma