[R-SIG-Finance] How to spot lowest or Highest points from timeSeries object in Rmetrics library
Lüthi David (XICD 1)
david.luethi at claridenleu.com
Thu Sep 16 11:42:27 CEST 2010
To get the date of the minimum observation: time(data)[which.min(data)]
To get the data as timeSeries: data[which.min(data), drop = FALSE]
From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of JOSH C. CHIEN
Sent: Thursday, September 16, 2010 11:32 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] How to spot lowest or Highest points from timeSeries object in Rmetrics library
In my case, I just want to know what date is the lowest point in time
data <- SWX[,"SPI"]
It's not work for what I want.
I have ever tried "order" function. It's also not work.
how to get the data date for 2603.37 from this case ?
thank a lot.
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