peak {quantmod} | R Documentation |
Functions to find the peaks (tops) and valleys (bottoms) of a given series.
peak(x) valley(x)
x |
a time series |
A vector of integers corresponding to peaks/valleys.
As a peak[valley] is defined as the highest[lowest] value in a series,
the function can only define it after a change in direction
has occurred. This means that the function will always
return the first period after the peak/valley of the
data, so as not to accidentally induce a look-ahead bias.
Jeffrey A. Ryan
peak(sin(1:10)) p <- peak(sin(seq(1,10,.1))) sin(seq(1,10,.1))[p] plot(sin(seq(1,10,.1))[p]) plot(sin(seq(1,10,.1)),type='l') points(p,sin(seq(1,10,.1))[p])