Command Reference
:
Function Reference
:
Function Reference: C
@cummax
Cumulative Statistics
Cumulative maximum of a series.
Increasing samples calculation of the maximum.
Syntax:
@cummax
(
x, [s])
x
: series
s
: (optional) sample string or object
Return: series
The maximum for each observation
may be written as
where the order statistics
represent data from the beginning of the workfile or sample
s,
up to the current observation (
), ordered from low to high.
This function is panel aware.
Examples
series x = @cummax(@rnd)
generates a random process
x
that converges in probability to 1.
Cross-references
See also
@cummin
.
For the backward variant of this function, see
@cumbmax
.
may be written as may be written as may be written as
represent data from the beginning of the workfile or sample s, up to the current observation (
), ordered from low to high.