expanding: Expanding Window Functions

In armstrtw/fts: R interface to tslib (a time series library in c++)

Description

apply summary functions on an expanding basis

Usage

expanding.max(x)
expanding.min(x)

Arguments

x	An Fts object

Details

apply a function that takes a vector and returns a scalar on an expanding basis to an fts object

Value

an fts object

Author(s)

Whit Armstrong

Examples

x <- fts(index=seq(from=Sys.Date(),by="days",length.out=100),data=rnorm(100))

x.emax <- expanding.max(x)
x.emin <- expanding.min(x)

armstrtw/fts documentation built on May 10, 2019, 1:42 p.m.