period.min {quantmod}R Documentation

Calculate Min By Period

Description

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

Usage

period.min(x, INDEX)

Arguments

x a univariate data object
INDEX a vector of breakpoints to calculate maximum on

Details

Used to calculate a minimum per period given an arbitrary index of sections to be calculated over. This is an optimized function for minimum There are additionally optimized versions for max, sum, and prod.

Value

A numeric vector of minimums per period.

Author(s)

Jeffrey A. Ryan

See Also

period.sum, period.max, period.prod

Examples

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