xts (version 0.10-0)

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

Value

An xts or zoo object of maximums, indexed by the period endpoints.

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'.

See Also

endpoints, period.sum, period.min, period.prod

Examples

# NOT RUN {
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))
# }