mmax

mmax(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Calculate the moving maximums of X in a sliding window.

X = 2 1 3 7 6 5 4
Y = 2 1 3 NULL 6 5 4

mmax(X, 3);
// output
[,,3,7,7,7,6]

mmax(Y, 3);
// output
[,,3,3,6,6,6]

mmax(Y, 3, minPeriods=1);
// output
[2,2,3,3,6,6,6]

m = matrix(1 5 9 0 2, 9 10 2 NULL 2)
m.rename!(date(2020.09.08)+1..5, `A`B)
m.setIndexedMatrix!()
m.mmax(3d)

m.mmax(1w)

Related functions: max