Nothing
xKsmooth2 <-
function(num,y,A,mu0,Sigma0,Phi,Ups,Gam,Theta,cQ,cR,S,input){
#
# Note: Q and R are given as Cholesky decomps
# cQ=chol(Q), cR=chol(R)
# Use Ups=0 or Gam=0 or input=0 if these aren't needed
#
kf=xKfilter2(num,y,A,mu0,Sigma0,Phi,Ups,Gam,Theta,cQ,cR,S,input)
pdim=nrow(as.matrix(Phi))
xs=array(NA, dim=c(pdim,1,num)) # xs=x_t^n
Ps=array(NA, dim=c(pdim,pdim,num)) # Ps=P_t^n
J=array(NA, dim=c(pdim,pdim,num)) # J=J_t
xs[,,num]=kf$xf[,,num]
Ps[,,num]=kf$Pf[,,num]
for(k in num:2) {
J[,,k-1]=(kf$Pf[,,k-1]%*%t(Phi))%*%solve(kf$Pp[,,k])
xs[,,k-1]=kf$xf[,,k-1]+J[,,k-1]%*%(xs[,,k]-kf$xp[,,k])
Ps[,,k-1]=kf$Pf[,,k-1]+J[,,k-1]%*%(Ps[,,k]-kf$Pp[,,k])%*%t(J[,,k-1])
}
list(xs=xs,Ps=Ps,J=J,xp=kf$xp,Pp=kf$Pp,xf=kf$xf,Pf=kf$Pf,like=kf$like,Kn=kf$K)
}
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