hloc: High, Low, Open, and Close Calculation

In spkaluzny/splusTimeSeries: Time Series from 'S-PLUS'

High, Low, Open, and Close Calculation

Description

Calculates the high, low, first, and last elements of a vector. Especially useful for financial trading data in conjunction with the aggregateSeries function.

Usage

hloc(x)

Arguments

x	a vector for which to calculate high, low, open, and close.

Value

returns a vector with four elements:

high	the maximum value in x.
low	the minimum value in x.
open	the first value of x.
close	the last value of x.

x can be an array, but dimensions are ignored.

See Also

aggregateSeries.

Examples

x <- c(5, 2, 3, 6, 3, 2, 1, 7, 1) 
hloc(x) 

spkaluzny/splusTimeSeries documentation built on Sept. 20, 2024, 3:39 a.m.