runmax function

Running maximum

Running $n$-value maximum and data frame with variable swapped for running maximum

runmax(y, n)

dfrunmax(data, cons, ynm, n = 2)

Arguments

• y: a vector
• n: an integer giving the number of observations to calculate running maxmimum over; defaults to 2
• data: a data frame
• cons: a character string for the variable in data that identifies consecutive observations
• ynm: a character string for the variable in data that is the observations

Returns

runmax returns a vector of the same dimension as y

dfrunmax returns a data frame with observations swapped for $n$-observation running maximum

Examples

runmax(runif(10), 5)