determining local min and local max in a time series...
Try findPeaks and findValleys in quantmod. HTH Jeff Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com www.lemnica.com
On Dec 30, 2011, at 4:51 PM, "Brian G. Peterson" <brian at braverock.com> wrote:
you can use aggregate and period.apply to get min and max on any frequency down to 1 second. On Fri, 2011-12-30 at 15:44 -0700, Chris Waggoner wrote:
Michael, what timescale are you looking at? If daily low is enough of a minimum for you then you can use require(quantmod); Lo(my.ohlc.series); http://www.quantmod.com/examples/data/#ohlc Otherwise, as far as I know you need to use first- and second-order differences. and it is no different with time series than any other 1-D vector. http://tolstoy.newcastle.edu.au/R/help/05/06/6703.html On Fri, Dec 30, 2011 at 2:45 PM, Michael <comtech.usa at gmail.com> wrote:
Happy holidays all!
Could anybody please point me to the functions for local min and local max
in a time series?
I will be able to write the functions myself in some sort of "for" loop but
I wanted to see if there are good packages/functions existing
already...and I am interested to know more elegant solution.
Thank you!
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-- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
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