factor_outlier: factor_outlier

In QuantAndrew/QDataGet: Data getting functionns

Description

factor_outlier

Usage

factor_outlier(TSF, method = c("none", "sd", "mad", "boxplot", "percentage"),
  par, sectorAttr = defaultSectorAttr())

Arguments

method	Currently support four types : none, sd, mad, boxplot.
par	The parameters passed into the method.
sectorAttr	could be a sectorAttr list or NULL.

Author(s)

Han.Qian

Examples

RebDates <- getRebDates(as.Date('2011-03-17'),as.Date('2012-04-17'),'month')
TS <- getTS(RebDates,'EI000300')
TSF <- gf.NP_YOY(TS)
TSF <- factor_outlier(TSF, method = "mad", par = 1.5)

QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.