EnKF.RdGiven the Forecast and Observed this function performs the Ensemble Kalamn Filter.
EnKF(settings, Forecast, Observed, H, extraArg = NULL, ...)pecan standard settings list.
A list containing the forecasts variables including Q (process variance) and X (a dataframe of forecasts state variables for different ensemble)
A list containing the observed variables including R (cov of observed state variables) and Y (vector of estimated mean of observed state variables)
is a matrix of 1's and 0's specifying which observations go with which variables.
This argument is NOT used inside this function but it is a list containing aqq, bqq and t. The aqq and bqq are shape parameters estimated over time for the proccess covariance and t gives the time in terms of index of obs.list. See Details.
Extra argument sent to the analysis function.
It returns a list with estimated mean and cov matrix of forecast state variables as well as mean and cov estimated as a result of assimilation/analysis .