> 
> dyn.load('rmfilter.so')
> source("rmfilter.R")   
> 
> set.seed(407)
> 
> eps <- matrix(rnorm(30), ncol = 3)
> eps
              [,1]       [,2]       [,3]
 [1,]  0.841081288  1.7100891  0.9161884
 [2,]  1.072881139  1.1351244 -0.4314795
 [3,] -0.543593265 -1.0828613 -0.6333517
 [4,]  0.441951763 -1.0539372 -1.8468529
 [5,]  0.004920633 -0.9635668  0.6060301
 [6,] -0.731256023  0.4951620 -1.9168646
 [7,] -1.216400546 -1.5097126  1.1407077
 [8,] -0.210674189 -1.1110270 -0.3563495
 [9,] -0.378021236 -1.5624664 -2.5094364
[10,] -0.939183015 -0.2886860  2.1596868
> 
> z <-  rmfilter(eps, array(diag(3)*0.5, c(3,3,2)))
[1] 10  3
[1] 3 3 2
[1] 2 3
     [,1] [,2] [,3]
[1,]    0    0    0
[2,]    0    0    0
[1] 2
[1] 2
> z
            [,1]       [,2]        [,3]
 [1,]  0.8410813  1.7100891  0.91618843
 [2,]  1.4934218  1.9901689  0.02661472
 [3,]  0.6236583  0.7672677 -0.16195012
 [4,]  1.5004918  0.3247811 -1.91452060
 [5,]  1.0669957 -0.4175424 -0.43220526
 [6,]  0.5524877  0.4487814 -3.09022752
 [7,] -0.4066589 -1.4940931 -0.62050867
 [8,] -0.1377598 -1.6336829 -2.21171758
 [9,] -0.6502306 -3.1263543 -3.92554948
[10,] -1.3331782 -2.6687046 -0.90894674
attr(,"tsp")
[1]  1 10  1
>