AST, CPIF (now multinomial), STPC all finished.  At this commit, OPRS is in a halfway finished state with code for forward filtering backward smoothing on Mu done in two different ways... using the algorithm in Cressie & Wikle, and using the disturbance smoother in Durbin & Koopman (2002).  The former is currently described in Appendix S1, but I plan to switch to the latter as it speeds things up by close to a factor of 2.