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rshift (version 3.1.2)

rust_rodionov: Calculate STARS RSI points and return to R as a vector

Description

Calculate STARS RSI points and return to R as a vector

Usage

rust_rodionov(vals, t_crit, l)

Arguments

vals

The column we are measuring change on

t_crit

The critical value of a t-distribution at the desired p-value

l

The cut-off length of a regime; affects sensitivity