check_mad_outlier: Validation by outlier based on MAD criteria

In dleutnant/m181: Timeseries Data Validation according to the DWA-M 181

Description

Validates timeseries data by detecting outlier based on the MAD criteria (Median absolute Deviation). The output is an xts-object with logical values. Outliers are set to FALSE, non-outliers to TRUE.

Usage

check_mad_outlier(xts, width, multiplier = 1, constant = 1,
  verbose = TRUE)

Arguments

xts	An xts object to be validated.
width	An integer specifying the window width.
multiplier	The factor the MAD of all values is multiplied with.
constant	Scale factor (if underlying distribution is normal, set to 1.4826!)
verbose	logical. Provide additional details?

See Also

xts.

dleutnant/m181 documentation built on May 15, 2019, 9:16 a.m.