cummax

cummax(X)

Please see cumFunctions for the parameters 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