1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41
|
\name{findPeaks}
\alias{findPeaks}
\alias{findValleys}
\alias{peak}
\alias{valley}
\title{ 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{
\item{x}{ a time series or vector }
\item{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 \emph{after} the peak/valley of the
data, so as not to accidentally induce a look-ahead bias.
}
\author{ 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])
}
% Add one or more standard keywords, see file 'KEYWORDS' in the
% R documentation directory.
\keyword{ misc }
|