deadbandVD {deadband}

deadbandVD Function

Description

This function allows you to compute the Volatility Deadband(VD) algorithm

Usage

deadbandVD(x, d, offset, k)

Arguments

x

The vector of the samples before the deadband algorithm

d

Deadband percent parameter in range 0..1

offset

How many sample do you want skip at begin? Defaults is n=20

k

multiplier used in Bollinger theory

Value

A list containing the L2 distance and the Number of filtered samples

Examples

deadbandVD(rnorm(40, mean = 0, sd = 1),0.01,20,2)