updateP: updateP

View source: R/RcppExports.R

updatePR Documentation

updateP

Description

Updates the latent covariances

Usage

updateP(P_, K, S)

Arguments

P_

matrix with predicted latent covariances

K

Kalman Gain matrix

S

matrix with predicted manifest covariances

Value

matrix with updated latent covariances


jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.