MOVMAX

Purpose:

Performs an N-point moving maximum calculation.

Syntax:

MOVMAX(series, N)

series

-

A series or table.

N

-

An integer, the number of points on which to calculate the maximum.

Returns:

A series or table.

Example:

W1: {2,3,1,5,2,4,5,7,2}

W2: movmax(W1, 4)

 

returns the series: {2,3,3,5,5,5,5,7,7}.

 

In this example where there is a 4-point sliding window in which the maximum is calculated, the first 3 points in the returned series are the maxima from a 1, 2, and 3 point window respectively.

Example:

decimate(movmax(W1, 10), 10)

 

calculates the 10 point moving maximum of non-overlapping blocks.

Remarks:

The first N-1 points returned for MOVMAX over an N-point window are the max values in consecutively larger windows of size 1, 2, 3, ... , N-1.

 

See BLOCKMAX to compute the moving maximum of non-overlapping blocks.

See Also:

BLOCKMAX

MOVAVG

MOVMIN