[R] Is there a function for finding local extrema.

[Petr Pikal]

On 26 Jul 2002 at 15:45, Witold Eryk Wolski wrote:

> I have a vector with about 100.000 values representing a quite regular
> function (sinusoid like). I would like to find all local maxima of
> this function (should be about 4000). Is there a native routine for R?
> Thanks in advance Eryk. 

function (series, span = 3) 
{
    z <- embed(series, span)
    s <- span%/%2
    v <- max.col(z) == 1 + s
    result <- c(rep(FALSE, s), v)
    result <- result[1:(length(result) - s)]
    result
}

This function based on prof.Ripley's suggestion some time ago 
gives you logical vector identifying positions of peaks in time 
series (similar result like peaks in S+). It identifies as a peak a 
local maxima from n neighbour points where n is a span number.


> 
> 
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Petr Pikal
petr.pikal at precheza.cz
p.pik at volny.cz


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