findPeaks {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
findPeaks(x, thresh=0)
findValleys(x, thresh=0)
Arguments
x |
a time series or vector |
thresh |
minimum peak/valley threshold |
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
findPeaks(sin(1:10))
p <- findPeaks(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 0.4.26 Index]