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!
>
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