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2011 May 10
1
Scale time series in a way that 90% of the data is in the -0.-9/ +0.9 range
Hello, please excuse my ignorance as i am new to R and this might seem trivial to you How can i scale my time series in a way that 90% of the data is in the -0.-9/ +0.9 range? I think i first have to select the 90% closest to the mean and then calculate my scaling parameter on it, then scale the whole series. I think i could use outlier() from outliers package to identify the outer 10%,