Nothing
`kalman` <-
function(FF, SigV, GG, SigW, Xhat, Omega, Y)
{
Delta <- GG %*% Omega %*% t(GG) + SigW
Theta <- FF %*% Omega %*% t(GG)
X <- FF %*% Xhat + Theta %*% solve(Delta) %*% (Y - GG %*% Xhat)
Om <- FF %*% Omega %*% t(FF) + SigV - Theta %*% solve(Delta) %*% t(
Theta)
Ret <- list(xpred = X, error = Om)
Ret
}
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