Description Usage Arguments Author(s) Examples
factor_outlier
1 2 | factor_outlier(TSF, method = c("none", "sd", "mad", "boxplot", "percentage"),
par, sectorAttr = NULL)
|
method |
Currently support four types : none, sd, mad, boxplot. |
par |
The parameters passed into the method. |
sectorAttr |
could be a sectorAttr list or NULL. |
Han.Qian
1 2 3 4 | 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)
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