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pfr: 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:10.2307/2670179>, and a variety of Rao-Blackwellized particle filters inspired by Andrieu et al. (2002) <doi:10.1111/1467-9868.00363>. For more details on the 'c++' library 'pf', see Brown (2020) <doi:10.21105/joss.02599>.
Getting started
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Package details |
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| Author | Taylor Brown [aut, cre] (<https://orcid.org/0000-0003-4972-6251>) |
| Maintainer | Taylor Brown <trb5me@virginia.edu> |
| License | GPL (>= 3) |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
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