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question about function "segment"

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pemfir
pemfir 2011-6-7
[segm,V,thm,R2e] = segment(z,nn,R2,q,R1,M,th0,P0,ll,mu)
if this is a recursive algorithm, why it does not it output the updated P0 (covariance matrix of the estimated parameters) ? how can i use this function if the actual data is arriving in sequential manner and i don't get an estimate for covariance matrix ?
i understand how rarx, rarmax work they both output everything i need to complete the loop for a recursive updating scheme.

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