period.max

From xts v0.9-7 by Jeffrey Ryan

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.

Examples

library(xts)

# 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 0.9-7, License: GPL (>= 2)

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