Command Reference
:
Function Reference
:
Function Reference: C
@cumbmax
Cumulative Statistics
Backward cumulative maximums of a series.
Decreasing samples calculation of the maximum.
Syntax:
@cumbmax
(
x, [s])
x
: series
s
: (optional) sample string or object
Return: series
The backward maximum for each observation
may be written as the maximum value from the current observation to the last period, so that
where the order statistics
represent data for the
observations (
), ordered from low to high, where
is the last period.This function is panel aware.
Examples
show @cumbmax(x)
generates a linked series of the backward cumulative maximum of the series
x
.
Cross-references
See also
@cumbmin
.
For the forward variant of this function, see
@cummax
.