period.max: Calculate Max By Period

In xts: eXtensible Time Series

Description

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

Usage

period.max(x, INDEX)

Arguments

x	a univariate data object
INDEX	a numeric vector of endpoints to calculate maximum on

Details

Used to calculate a maximum per period given an arbitrary index of sections to be calculated over. This is an optimized function for maximum. There are additional optimized versions for min, 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 maximums, indexed by the period endpoints.

Author(s)

Jeffrey A. Ryan

See Also

endpoints, period.sum, period.min, period.prod

Examples

period.max(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))

data(sample_matrix)
period.max(sample_matrix[,1],endpoints(sample_matrix))
period.max(as.xts(sample_matrix)[,1],endpoints(sample_matrix))

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 
 4  2  8 20 
      30       58       89      119      150      180 
50.74150 51.29502 50.81620 50.32009 49.59963 47.74899 
               [,1]
2007-01-31 50.74150
2007-02-28 51.29502
2007-03-31 50.81620
2007-04-30 50.32009
2007-05-31 49.59963
2007-06-30 47.74899

xts documentation built on May 2, 2019, 5:18 p.m.