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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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.1 rolling linux/jammy R-4.5 pfr_1.0.1.tar.gz 104.3 KiB
1.0.1 rolling linux/noble R-4.5 pfr_1.0.1.tar.gz 104.2 KiB
1.0.1 rolling source/ R- pfr_1.0.1.tar.gz 116.7 KiB
1.0.1 latest linux/jammy R-4.5 pfr_1.0.1.tar.gz 104.3 KiB
1.0.1 latest linux/noble R-4.5 pfr_1.0.1.tar.gz 104.2 KiB
1.0.1 latest source/ R- pfr_1.0.1.tar.gz 116.7 KiB
1.0.1 2026-04-26 source/ R- pfr_1.0.1.tar.gz 116.7 KiB
1.0.1 2026-04-23 source/ R- pfr_1.0.1.tar.gz 116.7 KiB
1.0.1 2026-04-09 windows/windows R-4.5 pfr_1.0.1.zip 113.1 KiB
1.0.1 2025-04-20 source/ R- pfr_1.0.1.tar.gz 116.7 KiB

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