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v = £ù - a
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> filterstep
function (y, Fmat, Gmat, Vt, Wt, mx, Cx)
{
    a <- Gmat %*% t(mx)
    R <- Gmat %*% Cx %*% t(Gmat) + Wt
    f <- t(Fmat) %*% a
    Q <- t(Fmat) %*% R %*% Fmat + Vt
    e <- y - f
    A <- R %*% Fmat %*% mysolve(Q)
    m <- a + A %*% e
    C <- R - A %*% Q %*% t(A)
    if (length(y) > 1)
        loglikterm <- log(dmvnorm(as.numeric(y), as.numeric(f),
            Q))
    else loglikterm <- -0.5 * (log(2 * pi) + log(Q) + (y - f)^2/Q)
    list(m = m, C = C, loglikterm = loglikterm)
}
<environment: namespace:sspir>
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      if( any(is.na(y)) ) {
        e <- f
        e[] <- 0
      }else {
        e <- y - f
      }
        A <- R %*% Fmat %*% mysolve_c(Q)
      if( is.na(y) ) {
        A[] <- 0                       --- ­¡
      }
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    m <- a + A %*% e
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    C <- R - A %*% Q %*% t(A)
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      if( any(is.na(y)) ) {
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      if( is.na(y) ) {
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