xts: period.max – R documentation

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period.max

Calculate Max By Period

Description

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

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.

Author(s)

Jeffrey A. Ryan

Examples

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))

xts

eXtensible Time Series

v0.12.1

GPL (>= 2)

Authors

Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]

Initial release