Interface to the 'C++' Library 'Pf'


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Documentation for package ‘pfr’ version 1.0.1

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buildModelFuncs Build c++ particle filtering code for your R session.
createPFCPPTemplates Create c++ template files for bootstrap filters (with or without covariates), auxiliary particle filters, sequential importance sampling with resampling filters, or Rao-Blackwellized/Marginal particle filters.