I am looking for a simple code example of how to run a Particle Filter in R. The pomp package appears to support the state space math bit, but the examples are a little tricky to follow programmatically for a simple OO developer such as myself, particularly how to load the observed data into a pomp object.
Lets say I have a csv file with 1 column of noisy data as input, and I would like to run it through a Particle Filter in order to hopefully clean it up, with the output being the estimations, to another csv file.
y <- read.csv("C:/Dev/VeryCleverStatArb/inputData.csv", header=FALSE) #CSV to Pomp object ??? #Run Particle Filter #Write estimates to csv.
The main difficulty with the examples is loading csv data into a pomp object.
A very simple state space model should be good enough for now.
Any ideas for the R-curious?