Both Adrenaline and RetroArch allow you to use save states. This makes tackling notoriously difficult levels, like "Sunset Vista" or "Slippery Climb" in the first game, much less frustrating.
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The most common result when hunting for a is actually a converted PlayStation 1 EBOOT. The PS Vita has native PS1 emulation hardware (via the PSP’s firmware), so running the original trilogy is flawless. Both Adrenaline and RetroArch allow you to use save states