ret.outliers: ret.outliers
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
ret.outliers R Documentation
ret.outliers
Description
Sets big ones to NA (a way to control for splits)
Usage
ret.outliers(x, y = 1.5)
Arguments
x
= a numeric vector (returns)
y
= outlier threshold
See Also
Other ret: ret.ex.idx,
ret.idx.gaps.fix, ret.to.idx,
ret.to.log
vsrimurthy/EPFR documentation built on Jan. 24, 2025, 1:27 p.m.
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| ret.outliers | R Documentation |
ret.outliers
Description
Sets big ones to NA (a way to control for splits)
Usage
ret.outliers(x, y = 1.5)
Arguments
x |
= a numeric vector (returns) |
y |
= outlier threshold |
See Also
Other ret: ret.ex.idx,
ret.idx.gaps.fix, ret.to.idx,
ret.to.log
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.
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