@cummax |

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.