peak {quantmod}R Documentation

Find Peaks and Valleys In A Series

Description

Functions to find the peaks (tops) and valleys (bottoms) of a given series.

Usage

peak(x)
valley(x)

Arguments

x a time series

Value

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.

Author(s)

Jeffrey A. Ryan

Examples

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])

[Package quantmod version 0.3-7 Index]