expanding {fts} | R Documentation |
apply summary functions on an expanding basis
expanding.max(x)
expanding.min(x)
x |
An Fts object |
apply a function that takes a vector and returns a scalar on an expanding basis to an fts object
an fts object
Whit Armstrong
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)