period.max

0th

Percentile

Calculate Max By Period

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

Keywords
utilities
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.

See Also

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

Aliases
  • period.max
Examples
# NOT RUN {
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))
# }
Documentation reproduced from package xts, version 0.12-0, License: GPL (>= 2)

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