fts: expanding – R documentation

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expanding

Expanding Window Functions

apply summary functions on an expanding basis

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

`x`	An Fts object

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

an fts object

Whit Armstrong

x <- fts(index=seq(from=Sys.Date(),by="days",length.out=100),data=rnorm(100))

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

R Interface to 'tslib' (a Time Series Library in C++)

v0.9.9.2

GPL-3

Authors

Whit Armstrong <armstrong.whit@gmail.com>

Initial release