fts (version 0.7.5)

expanding: Expanding Window Functions

Description

apply summary functions on an expanding basis

Usage

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

Arguments

x

An Fts object

Value

• an fts object

Details

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

Examples

x <- fts()

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