winsorize: Winsorizing time series data

Description Usage Arguments Value Author(s) Examples

View source: R/winsorize.r

Description

This function performs a signal winsorization. It takes a ts object or a numeric vector and returns cleansed values. For series with more than 24 observation the function winsorizes the remainder of a STL decomposition.

Usage

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winsorize(time_series, frequency = 12)

Arguments

time_series

ts object.

frequency

numeric. frequency of the time series

Value

ts object or numeric vector

Author(s)

Jillian Teo

Examples

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## Not run: 
winsorize(AirPassengers)

## End(Not run)

opoyc/sftools documentation built on July 31, 2020, 3:33 a.m.