period.max {quantmod}R Documentation

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 vector of breakpoints 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 additionally optimized versions for min, sum, and prod.

Value

A numeric vector of maximums per period.

Author(s)

Jeffrey A. Ryan

See Also

period.sum, period.min, period.prod

Examples

period.max(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))
[Package quantmod version 0.3-2 Index]