To cite the SMFilter package or its underlying methodology, please use the following references:

Yang Y (2018). SMFilter: Filtering Algorithms for the State Space Models on the Stiefel Manifold. doi:10.32614/CRAN.package.SMFilter. R package version 1.0.5, https://CRAN.R-project.org/package=SMFilter.

Yang Y, Bauwens L (2018). “State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering.” Econometrics, 6(4), 48. doi:10.3390/econometrics6040048. https://www.mdpi.com/2225-1146/6/4/48.

Corresponding BibTeX entries:

  @Manual{,
    title = {SMFilter: Filtering Algorithms for the State Space Models
      on the Stiefel Manifold},
    author = {Yukai Yang},
    year = {2018},
    note = {R package version 1.0.5},
    doi = {10.32614/CRAN.package.SMFilter},
    url = {https://CRAN.R-project.org/package=SMFilter},
  }

  @Article{,
    title = {State-Space Models on the Stiefel Manifold with a New
      Approach to Nonlinear Filtering},
    author = {Yukai Yang and Luc Bauwens},
    journal = {Econometrics},
    year = {2018},
    volume = {6},
    number = {4},
    pages = {48},
    doi = {10.3390/econometrics6040048},
    url = {https://www.mdpi.com/2225-1146/6/4/48},
  }