Construc_H

This function creates a mtrix mapping obsereved data to their forecast state variable.

Construct_H(choose, Y, X)

Arguments

choose	a vector of observations indices oredered based on their appearances in the list of state variable names.
Y	vector of observations
X	Dataframe or matrix of forecast state variables for different ensembles.

Value

This returns a mtrix specifying which observation go with which state variables.