I'm using the default RSI calculation in the TTR package as follows:
result = RSI(data,14).
The function also allows the user to specify the averaging method:
result = RSI(data,14,"SMA"), result = RSI(data,14, "EMA") etc.
However, I cannot work out what averaging method is being used in the default version. I have compared the results from all the different averaging methods (SMA, EMA) and none of them match the default. Any ideas?