trix (\(n \times rp\)).</p></dd>


<dt>Q</dt>
<dd><p>state covariance (\(rp \times rp\)).</p></dd>


<dt>R</dt>
<dd><p>observation covariance (\(n \times n\)).</p></dd>


<dt>F_0</dt>
<dd><p>initial state vector (\(rp \times 1\)).</p></dd>


<dt>P_0</dt>
<dd><p>initial state covariance (\(rp \times rp\)).</p></dd>


<dt>loglik</dt>
<dd><p>logical. Compute log-likelihood?</p></dd>

</dl></div>
    <div id="value">
    <h2>Value</h2>
    

<p>Predicted and filtered state vectors and covariances.</p>
<dl><dt><