The old cpu filter API was just removed from git yesterday, so if your version was compiled after that, it will indeed be missing. There is a new API that should allow for better, faster filters that feature multithreading and SIMD acceleration but I don’t know if any have been written for the new API yet.
Personally, I prefer shaders to cpu filters for a number of reasons: 1.) most emulators are CPU-bound, so keeping it as free as possible makes sense, 2.) the GPU is generally just idling during emulation, so you may as well use it for something… 3.) shaders are compiled at runtime, which makes them a.) easy to modify by users and b.) portable to other systems (that is, you don’t need to compile separate packages for 32- and 64-bit Linux/Windows/OS X, Android, iOS, PS3, etc.)