Dear R users,
 
The following code will download the VIX volatility index to a variable
called "VIX" (what else)...
 
library(tseries)
VIX <- get.hist.quote("^VIX", start = "1990-01-01", quote = "Close")
 
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) ???
 
I would like to be able to capture the prices as well as their
time-stamps....
 
Thanks in advance &
Best regards,
 
Costas Vorlow 
 
 

P Think before you print.

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