Capping a series to bounds
The values of a series that are absolute greater than min
and/or max are capped to these specified values.
1.1
capser(y, min, max)
Arguments
y: Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported.min: Numeric, minimum value for the series.max: Numeric, maximim value for the series.
Methods
- y = "data.frame": The calculation is applied per column of the data.frame and only if all columns are numeric.
- y = "matrix": The calculation is applied per column of the matrix.
- y = "mts": The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.
- y = "numeric": Calculation of the es trend.
- y = "timeSeries": The calculation is applied per column of the timeSeries object and an object of the same class is returned.
- y = "ts": Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
- y = "xts": Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
- y = "zoo": Calculation of the es trend. The attributes are preserved and an object of the same class is returned.
Returns
An object of the same class as y, containing the truncated series.
Author(s)
Bernhard Pfaff
See Also
trdbilson, trdbinary, trdes, trdhp, trdsma, trdwma
Examples
data(StockIndex)
y <- StockIndex[, "SP500"]
cs <- capser(y, min = 100, max = 200)
head(cs)