cummax.column {PerformanceAnalytics}R Documentation

wrapper to calculate cummax on all columns in a matrix

Description

wrapper to calculate cummax on all columns in a matrix

Usage

cummax.column(R, na.rm = TRUE, ...)

Arguments

R a vector, matrix, data frame, timeSeries or zoo object of asset returns
na.rm TRUE/FALSE Remove NA's from the returns?
... any other passthru parameters

Value

transformed matrix of cummaxs

Author(s)

Peter Carl

See Also

cumprod.column cummax


[Package PerformanceAnalytics version 0.9.4 Index]