cummax

Syntax

cummax(X)

Please see Cumulative Window Functions for the parameter description and windowing logic.

Cumulatively calculate the maximum values in X. It can be used to calculate maximum drawdown, for example.

x = [7,4,5,8,9]
cummax(x);
// output
[7,7,7,8,9]

m = matrix(6 5 7 8 1, 3 9 4 2 10);
m;

cummax(m);

Related functions: cummin, cumsum, cumprod