On 2010-10-28 09:27, Jason Kwok wrote:
I'm having trouble returning a rolling n period highest value for a data set. For each day I want to calculate the highest value over the last 3 days. I am using the following packages: zoo, xts, quantmod and TTR.
Isn't that exactly what rollmax() does? -Peter Ehlers
Thanks, Jason GLD.Close 2010-10-01 128.91 2010-10-04 128.46 2010-10-05 130.99 2010-10-06 131.81 2010-10-07 130.37 2010-10-08 131.66 2010-10-11 132.29 2010-10-12 131.96 2010-10-13 134.07 2010-10-14 134.75 2010-10-15 133.68 2010-10-18 134.28 2010-10-19 130.11 2010-10-20 131.32 2010-10-21 129.47 2010-10-22 129.73 2010-10-25 130.85 2010-10-26 130.88 2010-10-27 129.52[[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
