How to Delete entries for which the mid-quote deviated by more than 10 mean absolute deviations from a rolling centered median (excluding the observation under consideration) of 50 observations (25 observations before and 25 after).
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I have a cell array of midquotes split on days. I need to Delete entries for which the mid-quote deviated by more than 10 mean absolute deviations from a rolling centered median (excluding the observation under consideration) of 50 observations (25 observations before and 25 after) for EACH DAY. How to do it with R2016a.
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KSSV
on 7 Jan 2019
Let A be your data vector, which has outliers and you want to remove:
idx = abs(A - mean(T)) > 3*std(T); % get indices
A(idx) = [] ; % remove them
YOu can run a loop or use Cellfun to use the above lines of code to remove outliers in a cell.
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