On 5/13/05, Lapointe, Pierre <[EMAIL PROTECTED]> wrote: > 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.
The following returns the last index whose value is less than the last entry in vector x (or numeric(0) if none): > x <- c(1,4,2,6,3) > tail(which(x < tail(x,1)),1) [1] 3 > x <- c(1,4,2,6,.5) > tail(which(x < tail(x,1)),1) numeric(0) ______________________________________________ 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