[R-SIG-Finance] Locating peaks in zoo objects in one go

John Gavin john.b.gavin at gmail.com
Sat Mar 7 13:08:27 CET 2009

Vorlow Constantinos <CVorlow <at> eurobank.gr> writes:

> Is there a way I could determine (in one go or iteratively), where the
> peaks (local maxima) lie in the sequence 
> (say by using an arbitrary rule i.e., locate prices which are greater
> than x% the sample's average or a certain value) ???

Perhaps this peaks function will give you some ideas
and another one



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