cleanup_data: Clean Data from outliers
In philbtcecho/btcecho: Analysis functions used by BTC-ECHO for research purposes.
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Clean a time series from outliers. The definition of an outlier
is a value who is outside an interval mean(data)+/-k_value*sd(data)
with data being a column of a time series and k_value an integer.
Usage
1
cleanup_data(returns_clean, k_value)
Arguments
returns_clean
A xts with several columns consisting of data
k_value
A number defining which outliers should be neglected
Value
A xts with less outliers
Author(s)
Philipp Giese
Examples
1
2
data<-calculate_mutliple_cc("CCCAGG",c("BTC","LTC","DASH"),"USD",7,T)
cleanup_data(data,5)
philbtcecho/btcecho documentation built on June 6, 2019, 10:59 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Author(s) Examples
Description
Clean a time series from outliers. The definition of an outlier is a value who is outside an interval mean(data)+/-k_value*sd(data) with data being a column of a time series and k_value an integer.
Usage
1 | cleanup_data(returns_clean, k_value)
|
Arguments
returns_clean |
A xts with several columns consisting of data |
k_value |
A number defining which outliers should be neglected |
Value
A xts with less outliers
Author(s)
Philipp Giese
Examples
1 2 | data<-calculate_mutliple_cc("CCCAGG",c("BTC","LTC","DASH"),"USD",7,T)
cleanup_data(data,5)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.