aqfilterohlcsd: Removes outliers based on standard deviation filters....
In aqr: Interface methods to use with an ActiveQuant Master Server
Description
Usage
Arguments
Value
Description
Removes outliers based on standard deviation filters.
Overwrites these with the open value.
Usage
1
aqFilterOHLCSD(ohlcv, sdFilterAmount = 10)
Arguments
ohlcv
an input Open/High/Low/Close/Volume dataset
sdFilterAmount
the amount of standard deviations a
value has to be off, to be considered errenuous data
Value
retuns a filtered ohlcv object
aqr documentation built on May 1, 2019, 7:55 p.m.
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Description Usage Arguments Value
Description
Removes outliers based on standard deviation filters. Overwrites these with the open value.
Usage
1 | aqFilterOHLCSD(ohlcv, sdFilterAmount = 10)
|
Arguments
ohlcv |
an input Open/High/Low/Close/Volume dataset |
sdFilterAmount |
the amount of standard deviations a value has to be off, to be considered errenuous data |
Value
retuns a filtered ohlcv object
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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