Thanks a lot everybody!

Since the locations of the peaks and valleys are needed... I will look into
the findPeaks and findValleys...

Have a great holiday!

Thanks again!

On Fri, Dec 30, 2011 at 5:35 PM, Jeff Ryan <jeff.a.ryan@gmail.com> wrote:

> Try findPeaks and findValleys in quantmod.
>
> HTH
> Jeff
>
> Jeffrey Ryan    |    Founder    |    jeffrey.ryan@lemnica.com
>
> www.lemnica.com
>
> On Dec 30, 2011, at 4:51 PM, "Brian G. Peterson" <brian@braverock.com>
> wrote:
>
> > you can use aggregate and period.apply to get min and max on any
> > frequency down to 1 second.
> >
> >
> > On Fri, 2011-12-30 at 15:44 -0700, Chris Waggoner wrote:
> >> Michael, what timescale are you looking at? If daily low is enough of a
> >> minimum for you then you can use
> >>
> >> require(quantmod); Lo(my.ohlc.series);
> >> http://www.quantmod.com/examples/data/#ohlc
> >>
> >> Otherwise, as far as I know you need to use first- and second-order
> >> differences. and it is no different with time series than any other 1-D
> >> vector.
> >> http://tolstoy.newcastle.edu.au/R/help/05/06/6703.html
> >>
> >>
> >> On Fri, Dec 30, 2011 at 2:45 PM, Michael <comtech.usa@gmail.com> wrote:
> >>
> >>> Happy holidays all!
> >>>
> >>> Could anybody please point me to the functions for local min and local
> max
> >>> in a time series?
> >>>
> >>> I will be able to write the functions myself in some sort of "for"
> loop but
> >>> I wanted to see if there are good packages/functions existing
> >>> already...and  I am interested to know more elegant solution.
> >>>
> >>> Thank you!
> >>>
> >>>       [[alternative HTML version deleted]]
> >>>
> >>> _______________________________________________
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> >>> should go.
> >>>
> >>
> >>    [[alternative HTML version deleted]]
> >>
> >> _______________________________________________
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> should go.
> >
> > --
> > Brian G. Peterson
> > http://braverock.com/brian/
> > Ph: 773-459-4973
> > IM: bgpbraverock
> >
> > _______________________________________________
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> should go.
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