FRAPO (version 0.4-2)

capser: Capping a series to bounds

Description

The values of a series that are absolute greater than min and/or max are capped to these specified values.

Usage

capser(y, min, max)

Value

An object of the same class as y, containing the truncated series.

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.

Author

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)