mmin

Syntax

mmin(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Details

Calculate the moving minimums of X in a sliding window.

Examples

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

mmin(X, 3);
// output
[,,1,1,3,5,4]

mmin(Y, 3);
// output
[,,1,1,3,5,4]

mmin(Y, 3, minPeriods=1);
// output
[2,1,1,1,3,5,4]
m = matrix(1 5 9 0 2 8 -1 5, 9 10 2 NULL -1 10 2 3)
m.rename!(date(2020.09.10)+1..8, `A`B)
m.setIndexedMatrix!()
m.mmin(3d)
label col1 col2
2020.09.11 1 9
2020.09.12 1 9
2020.09.13 1 2
2020.09.14 0 2
2020.09.15 0 (1)
2020.09.16 0 (1)
2020.09.17 (1) (1)
2020.09.18 (1) 2
m.mmin(1w)
label col1 col2
2020.09.11 1 9
2020.09.12 1 9
2020.09.13 1 2
2020.09.14 0 2
2020.09.15 0 (1)
2020.09.16 0 (1)
2020.09.17 (1) (1)
2020.09.18 (1) (1)

Related function: min