Calculate Max By Period
Calculate a maximum for each period of INDEX. Essentially a rolling application of maximum over a series of non-overlapping sections.
a univariate data object
a numeric vector of endpoints to calculate maximum on
Used to calculate a maximum per period given an arbitrary index of sections to be calculated over. This is an optimized function for maximum. There are additional optimized versions for min, sum, and prod.
For xts-coercible objects, an appropriate INDEX can be derived from a call to 'endpoints'.
An xts or zoo object of maximums, indexed by the period endpoints.
Jeffrey A. Ryan
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