[R] Lowest data level since DateX

From: Lapointe, Pierre <Pierre.Lapointe_at_nbf.ca>
Date: Sat 14 May 2005 - 00:52:59 EST


I'm dealing with financial time series. I'm trying to find out X in this sentence:
The most recent close is the lowest level since X(date).

Here's an example of what I'm looking for:


I need to come up with a vector that would look like this

AA             AXP          T            ...
2000-12-21     2000-12-20   2000-12-29

i.e. the last date at which the stocks were trading at a lower level than the most recent closing.

I know it has to do with min/max, pmin/pmax, cummin/cummax or rev(), but I can't figure it out.

Any help?


Pierre Lapointe
Assistant Market Strategist

AVIS DE NON-RESPONSABILITE:\ Ce document transmis par courri...{{dropped}}

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat May 14 01:02:46 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:45 EST