Delete entries for which the spread is more than "maxi" times the median spread
删除条目的传播是多“大”时代的中位数传播
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Function deletes entries for which the spread is more than "maxi" times the median spread on that day.
功能删除条目的传播是超过“最大”时间的中位数上传播的那一天。
用法----------Usage----------
rmLargeSpread(qdata,maxi)
参数----------Arguments----------
参数:qdata
an xts object at least containing the columns "BID" and "OFR".
XTS对象至少包含的列“BID”和“OFR”。
参数:maxi
an integer. By default maxi="50", which means that entries are deleted if the spread is more than 50 times the median spread on that day.
一个整数。默认情况下,马克西=“50”,这意味着条目被删除如果传播是超过50倍,在这一天中位数的蔓延。
值----------Value----------
xts object
XTS对象
Details
详细信息----------Details----------
NOTE: This function works only correct if supplied input data consists of 1 day!
注:此功能仅适用于正确的,如果提供的输入数据由1天!