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.
See Also
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))
# }
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