The loop filter is simply an integrator, a device that changes the rectangular error pulse coming from the phase comparator into an analog voltage that is used as the input to the voltage-controlled oscillator (VCO). As long as the component values are selected so that the integrator works correctly within the desired range of frequencies either should work. You simply connect the input of the PI controller to the output of the phase comparator, and connect the output of the PI controller to the input of the VCO.