Nothing
dlmLg <- function(x,C0,v,W,M0){
n<-length(x)
pred<-c(1:n)
for(i in 1:n){
at<- matrix(data = 1, nrow = 2, ncol = 1)
at[2,1]<-i
pred[i]<-t(at)%*%M0
ut<-v+t(at)%*%(C0+W)%*%at
ei<-(x[i]-t(at)%*%M0)
ev<- matrix(data = 1, nrow = 2, ncol = 1)
ev[1,1]<-ei/ut
ev[2,1]<-(i*ei)/ut
M0<-M0+(C0+W)%*%ev
B<-matrix(data = 1, nrow = 2, ncol = 2)
B[1,1]<-1/ut
B[1,2]<-i/ut
B[2,1]<-i/ut
B[2,2]<-(i^2)/ut
C0<-(C0+W)-(C0+W)%*%B%*%(C0+W)
}
return(pred)
}
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