kloc_gain: Equivalent local Kalman gain
In robertsy/assimilr: Local Ensemble Kalman Particle Filters

compute a Kalman gain locally at each location and construct a global Kalman gain with the appropriate values and zeroes

1	kloc_gain(P, H, R, l, get_neighbours, ndim = nrow(P))

`P`	the covariance matrix
`H`	the observation linear operator
`R`	the observations error covariance
`l`	the localization radius
`get_neighbours`	the function to get neighboring points (typically ring_neighbours or sweq_neighbours)
`ndim`	different from q in case of sweq