PeirceVsLibor: Produce plots and table (data frame) comparing Peirce to...

Description Usage Arguments Value Author(s) See Also Examples

View source: R/PeirceVsLibor.R

Description

Compares Peirces function with bbalibor for an example dataset. Peirces and libor function are used to remove outliers, then the mean is calculated from the remaining values. Plots the number of observations removed by each method for each date with base graphics. Plots the datset, including averaged values by each method, using ggplot2. Returns a data frame giving number of observations removed by Peirces method for each date.

Usage

1
PeirceVsLibor(width = 1366, height = 768)

Arguments

width

width width of graphical display (screen) in pixels

height

height height of graphical display (screen) in pixels

Value

A data frame giving number of observations removed by Peirces method for each date.

Author(s)

Christopher Dardis

See Also

liborUSD3M

Examples

1
## Not run: PeirceVsLibor()

Peirce documentation built on May 2, 2019, 5 p.m.