period.min: Calculate Min By Period

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Calculate a minimum for each period of INDEX. Essentially a rolling application of minimum over a series of non-overlapping sections.

Usage

1
period.min(x, INDEX)

Arguments

x

a univariate data object

INDEX

a numeric vector of endpoints to calculate maximum on

Details

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 endpoints.

Value

An xts or zoo object of minimums, indexed by the period endpoints.

Author(s)

Jeffrey A. Ryan

See Also

endpoints, period.sum, period.max, period.prod

Examples

1
2
3
4
5

Example output

Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

 3  5  8 10 
 1  2  6 -1 
      30       58       89      119      150      180 
49.85477 50.22448 48.25248 48.90488 47.56210 47.19411 
               [,1]
2007-01-31 49.85477
2007-02-28 50.22448
2007-03-31 48.25248
2007-04-30 48.90488
2007-05-31 47.56210
2007-06-30 47.19411

xts documentation built on Sept. 13, 2020, 5:09 p.m.