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 |
| Maintainer: | Taylor Brown <trb5me at virginia.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | pfr results |
Documentation:
| Reference manual: | pfr.pdf |
| Vignettes: |
Getting Started with pfR |
Downloads:
| Package source: | pfr_1.0.1.tar.gz |
| Windows binaries: | r-devel: pfr_1.0.1.zip, r-release: pfr_1.0.1.zip, r-oldrel: pfr_1.0.1.zip |
| 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 |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=pfr to link to this page.