pfr

cranv1.0.1

Interface to the 'C++' Library 'Pf'. Builds and runs 'c++' code for classes that encapsulate state space model, particle filtering algorithm pairs. Algorithms include the Bootstrap Filter from Gordon et al. (1993) <doi:10.1049/ip-f-2.1993.0015>, the generic SISR filter, the Auxiliary Particle Filter from Pitt et al (1999) <doi:10.2307/

License GPL (>= 3)0 versions1 maintainers3 deps65 weekly dl
https://CRAN.R-project.org/package=pfr
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25/25
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6/15
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2/15
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First published · 2023-12-08 19:15:29

Last updated · 2023-12-08T16:40:02+00:00