mfirst

Syntax

mfirst(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Details

Return the first element of X in a sliding window.

Examples

index = second(08:20:00)+1..7
x = 2 1 3 NULL 6 5 4
x = index.indexedSeries(x)
mfirst(x,3s)
label col1
08:20:01 2
08:20:02 2
08:20:03 2
08:20:04 1
08:20:05 3
08:20:06
08:20:07 6
m = matrix(1 5 9 0 2, 9 10 2 NULL 2)
m.rename!((date(2020.09.08)+1..3) join 2020.09.16 join 2020.09.26, `A`B)
m.setIndexedMatrix!()
mfirst(m, 3d)
label A B
2020.09.09 1 9
2020.09.10 1 9
2020.09.11 1 9
2020.09.16 0
2020.09.26 2 2
mfirst(m, 1w)
label A B
2020.09.09 1 9
2020.09.10 1 9
2020.09.11 1 9
2020.09.16 5 10
2020.09.26 2 2

Related functions: first, last