Description Usage Arguments Value Examples
This function allows you to compute the Volatility Deadband(VD) algorithm
1 | deadbandVD(x, d, offset, k)
|
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 |
A list containing the L2 distance and the Number of filtered samples
1 | deadbandVD(rnorm(40, mean = 0, sd = 1),0.01,20,2)
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