Make rolling MAD (median absolute deviation) values for dataframe attribute.
Usage
ts_mad(data, window = 20)
Arguments
- data
a data frame with a timerseries attribute - attribute must be named value to work
- window
an integer indicating width of window
Value
a dataframe with rolling MAD statistic attribute
Examples
if (FALSE) { # \dontrun{
test_data = data.frame(index = 1:53,
value = c(rnorm(25, 10, 3)
,rnorm(3, 100, 3)
,rnorm(25, 10, 3)))
test_data %>%
ts_mad(window = 7)
} # }