Internal function: cMLElk
cMLElk(Fk, data, Depsilon, wSave = FALSE, DfromLK, vfixed = NULL)An n by K matrix of basis function values with
each column being a basis function taken values at loc.
An n by T data matrix (NA allowed) with \(z[t]\) as the t-th column.
An n by n diagonal matrix.
A logic.
An n by n matrix
A numeric.
A list.