Rolling Maximum

Computes the rolling maximum over a numeric vector using a monotonic deque.

Usage

rolling_max(x, window_size, min_periods = window_size)

Parameters

Parameter

Description

x

A numeric vector of type double.

window_size

Positive integer window length.

min_periods

Minimum number of non-NA observations required in a window to return a result. Defaults to window_size.

Returns

A numeric vector with rolling maximum values.

Examples

x <- as.double(c(1, 3, 2, 5, 4))
rolling_max(x, 3L)