deadbandBD: deadbandBD Function

In deadband: Statistical Deadband Algorithms Comparison

Description

This function allows you to compute the Bollinger Deadband(BD) algorithm

Usage

deadbandBD(x, d, offset, k)

Arguments

x	The vector of the samples before the deadband algorithm
d	Deadband percent parameter in range 0..1
offset	How many sample do you want skip at begin? Defaults is n=20
k	multiplier used in Bollinger theory

Value

A list containing the L2 distance and the Number of filtered samples

Examples

deadbandBD(rnorm(40, mean = 0, sd = 1),0.01,20,2)

deadband documentation built on May 2, 2019, 6:02 a.m.