pf Directory Reference

Files
file	auxiliary_pf.h [code]
	A base class for Auxiliary Particle Filtering. Inherit from this if you want to use an APF for your state space model. Filtering only, no smoothing.
file	bootstrap_filter.h [code]
	bootstrap particle filter
file	bootstrap_filter_with_covariates.h [code]
	bootstrap particle filter with covariates
file	cf_filters.h [code]
	Inherit from this for a model that admits Kalman filtering.
file	pf_base.h [code]
	All non Rao-Blackwellized particle filters without covariates inherit from this.
file	rbpf.h [code]
	Rao-Blackwellized/Marginal Particle Filter with inner HMMs.
file	resamplers.h [code]
	most resamplers must inherit from this. This will enforce certain structure that are assumed by these pfs.
file	rv_samp.h [code]
	all rv samplers must inherit from this.
file	sisr_filter.h [code]
	SISR filter.