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

Hasan Diwan hasan.diwan at gmail.com
Fri Dec 30 19:40:28 CET 2011


On 30 December 2011 10:21, Michael <comtech.usa at gmail.com> 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.
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