Description Usage Arguments Value Author(s) Examples
Functions to find the peaks (tops) and valleys (bottoms) of a given series.
1 2 | findPeaks(x, thresh=0)
findValleys(x, thresh=0)
|
x |
a time series or vector |
thresh |
minimum peak/valley threshold |
A vector of integers corresponding to peaks/valleys.
As a peak[valley] is defined as the highest[lowest] value in a series, the function can only define it after a change in direction has occurred. This means that the function will always return the first period after the peak/valley of the data, so as not to accidentally induce a look-ahead bias.
Jeffrey A. Ryan
1 2 3 4 5 6 7 8 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.