mmax
Syntax
mmax(X, window, [minPeriods])
Please see mFunctions for the parameters and windowing logic.
Details
Calculate the moving maximums of X in a sliding window.
Examples
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)
label | col1 | col2 |
---|---|---|
2020.09.09 | 1 | 9 |
2020.09.10 | 5 | 10 |
2020.09.11 | 9 | 10 |
2020.09.12 | 9 | 10 |
2020.09.13 | 9 | 2 |
m.mmax(1w)
label | col1 | col2 |
---|---|---|
2020.09.09 | 1 | 9 |
2020.09.10 | 5 | 10 |
2020.09.11 | 9 | 10 |
2020.09.12 | 9 | 10 |
2020.09.13 | 9 | 10 |
Related functions: max