fts (version 0.9.9.2)

expanding: Expanding Window Functions

Description

apply summary functions on an expanding basis

Usage

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

Arguments

x

An Fts object

Value

an fts object

Details

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

Examples

# NOT RUN {
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)
# }