consec_idx: This function iterates through values using a sliding window,...

In diegogarcilazo/myutilities: Collection of functions that I use frequently.

This function iterates through values using a sliding window, applying a condition and evaluate it to each sub-window then return the first or last index of the windows that match condition

Description

This function iterates through values using a sliding window, applying a condition and evaluate it to each sub-window then return the first or last index of the windows that match condition

Usage

consec_idx(index, value, expr, .after = 7, .f = "min", .messages = F)

Arguments

index	date. i-ndex date.
value	numeric. Count values.
expr	expression. type of .x > 2.
.after	The number of values after the current element of .i to include in the sliding window. Set to Inf to select all elements after the current element. Negative values are allowed, which allows you to "look backwards".
.f	function to apply to find min o max of all windows.
messages	show messages for more information about the windows.

Value

window's vector.

diegogarcilazo/myutilities documentation built on Jan. 4, 2024, 2:11 p.m.