pf
Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 12]
 Nrvsamp
 CBernSamplerA class that performs sampling from a univariate Bernoulli distribution
 Ck_genA class that performs sampling with replacement (useful for the index sampler in an APF)
 CMVNSamplerA class that performs sampling from a multivariate normal distribution
 CPoissonSamplerA class that performs sampling from a Poisson distribution
 Crvsamp_baseBase class for all random variable sampler types. Primary benefit is that it sets the seed for you
 CTruncUnivNormSamplerA class that performs sampling from a truncated univariate Normal distribution
 CUniformSamplerA class that performs sampling from a continuous uniform distribution
 CUnivGammaSamplerA class that performs sampling from a univariate Gamma distribution
 CUnivInvGammaSamplerA class that performs sampling from a univariate Inverse Gamma distribution
 CUnivLogNormSamplerA class that performs sampling from a univariate Log-Normal distribution
 CUnivNormSamplerA class that performs sampling from a univariate Normal distribution
 CAPFA base-class for Auxiliary Particle Filtering. Filtering only, no smoothing
 CBSFilterA base class for the bootstrap particle filter
 CBSFilterWCA base class for the bootstrap particle filter with covariates
 Ccf_filterAbstract Base Class for all closed-form filters
 CForwardMod
 CgamFilterA class template for Gamma filtering
 ChmmA class template for HMM filtering
 CkalmanA class template for Kalman filtering
 Cmn_resamp_fast1
 Cmn_resampler
 Cmn_resampler_rbpf
 CmultivGamFilterAnother class template for Gamma filtering, but this time
 Cpf_base
 CrbaseBase class for all resampler types
 Crbpf_base
 Crbpf_hmmRao-Blackwellized/Marginal Particle Filter with inner HMMs
 Crbpf_hmm_bsRao-Blackwellized/Marginal Bootstrap Filter with inner HMMs
 Crbpf_kalmanRao-Blackwellized/Marginal Particle Filter with inner Kalman Filter objectss
 Crbpf_kalman_bsRao-Blackwellized/Marginal Bootstrap Filter with inner Kalman Filter objectss
 Cresid_resampler
 CSISRFilterA base class for the Sequential Important Sampling with Resampling (SISR)
 Cstratif_resampler
 Csystematic_resampler