Thank you very much David - R is so rich, the easy way can be hard to find.
Just to close this out for others, the final solution I used was:
Peak2Return <- function(v) {
S <- cummax(v)
L <- which((v ==S) & (diff(c(0,v)<0))
R <- sapply(v[L], function(x,S) {which(x < S)[1]; }, S)
now you h
On Nov 24, 2011, at 4:52 AM, Scott Tetrick wrote:
So I have a problem that I'm trying to get through, and I just can't
seem to get it to run very fast in R.
What I'm trying to do is to find in a vector a local peak, then the
next time that value is crossed later. I don't care about peaks
So I have a problem that I'm trying to get through, and I just can't
seem to get it to run very fast in R.
What I'm trying to do is to find in a vector a local peak, then the next
time that value is crossed later. I don't care about peaks that may be
lower than this first one - they can be ig
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