[R] Lowest data level since DateX

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


Hello,

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:

library(fBasics)
data(DowJones30)
tail(DowJones30[,1:5],n=10)

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?

Regards,

Pierre Lapointe
Assistant Market Strategist



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