cummax
Syntax
cummax(X)
Please see Cumulative Window Functions (cum-functions) for the parameters and windowing logic.
Details
Cumulatively calculate the maximum values in X. It can be used to calculate maximum drawdown, for example.
Examples
$ x = [7,4,5,8,9]
$ cummax(x);
[7,7,7,8,9]
$ m = matrix(6 5 7 8 1, 3 9 4 2 10);
$ m;
#0 |
#1 |
|---|---|
6 |
3 |
5 |
9 |
7 |
4 |
8 |
2 |
1 |
10 |
$ cummax(m);
#0 |
#1 |
|---|---|
6 |
3 |
6 |
9 |
7 |
9 |
8 |
9 |
8 |
10 |