Backward cumulative minimum of a series.
Decreasing samples calculation of the minimum.
Syntax: @cumbmin(x, [s])
x: series
s: (optional) sample string or object
Return: series
The backward maximum as the minimum value from the current observation to the end of the sample, so that:
where the order statistics
represent data for the
observations (
), ordered from low to high, and
is the last period.
This function is panel aware.
Examples
show @cumbmin(x)
generates a linked series of the backward cumulative minimum of the series x.
Cross-references
For the forward variant of this function, see
@cummin.
