Description Usage Arguments Details Value Author(s) See Also Examples
Calculate a maximum for each period of INDEX. Essentially a rolling application of maximum over a series of non-overlapping sections.
1 | period.max(x, INDEX)
|
x |
a univariate data object |
INDEX |
a numeric vector of endpoints to calculate maximum on |
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'.
An xts or zoo object of maximums, indexed by the period endpoints.
Jeffrey A. Ryan
endpoints
, period.sum
,
period.min
, period.prod
1 2 3 4 5 | 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))
|
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
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