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>.

Version: 1.0.1
Imports: inline (≥ 0.3.19), methods, rstudioapi (≥ 0.13)
Suggests: BH, Rcpp (≥ 1.0.11), RcppEigen, knitr (≥ 1.39), rmarkdown (≥ 2.23)
Published: 2023-12-08
DOI: 10.32614/CRAN.package.pfr
Author: Taylor Brown ORCID iD [aut, cre]
Maintainer: Taylor Brown <trb5me at>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README NEWS
CRAN checks: pfr results


Reference manual: pfr.pdf
Vignettes: Getting Started with pfR


Package source: pfr_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): pfr_1.0.1.tgz, r-oldrel (arm64): pfr_1.0.1.tgz, r-release (x86_64): pfr_1.0.1.tgz, r-oldrel (x86_64): pfr_1.0.1.tgz
Old sources: pfr archive


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