aqFilterOHLCSD {aqr} | R Documentation |
Removes outliers based on standard deviation filters. Overwrites these with the open value.
aqFilterOHLCSD(ohlcv, sdFilterAmount = 10)
ohlcv |
an input Open/High/Low/Close/Volume dataset |
sdFilterAmount |
the amount of standard deviations a value has to be off, to be considered errenuous data |
retuns a filtered ohlcv object