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