Re: [R-SIG-Finance] Removing outliers in tick data in R?

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

Re: [R-SIG-Finance] Removing outliers in tick data in R?

Hasan Diwan-2
On 30 December 2011 10:21, Michael <[hidden email]> wrote:
> But are there reasonably good and realistic methods of identifying
> outliers/errornous quotes  in tick data in R?
Check out the OutlierD package at
http://www.bioconductor.org/packages/release/bioc/html/OutlierD.html.
--
Sent from my mobile device
Envoyait de mon portable

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.