Last data update: 2014.03.03
|
R: Expanding Window Functions
Expanding Window Functions
Description
apply summary functions on an expanding basis
Usage
expanding.max(x)
expanding.min(x)
Arguments
Details
apply a function that takes a vector and returns a scalar on an expanding
basis to an fts object
Value
an fts object
Author(s)
Whit Armstrong
Examples
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)
Results
|