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2005 May 16
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Turnpoints (pastecs): How to specify a limit on the number of tur npoints?
Hello,
I'm trying to get a few turnpoints for a financial time series. There is a
function in pastecs that does that. However, I get a large number of
turnpoints:
library(pastecs)
data(EuStockMarkets)
dax <-EuStockMarkets[,1]
plot(dax)
turnp <-turnpoints(dax)
summary(turnp) #gives 925 peaks/pits!!!
How can specify to get o...