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, . A BibTeX entry for LaTeX users is @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}, } 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 . . A BibTeX entry for LaTeX users is @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}, }