mmin

Syntax

mmin(X, window, [minPeriods])

Please see Moving Functions (m-functions) for the parameters and windowing logic.

Details

Calculate the moving minimums of X in a sliding window.

Examples

$ X = 2 1 3 7 6 5 4
$ Y = 2 1 3 NULL 6 5 4

$ mmin(X, 3);
[,,1,1,3,5,4]

$ mmin(Y, 3);
[,,1,1,3,5,4]

$ mmin(Y, 3, minPeriods=1);
[2,1,1,1,3,5,4]

$ m = matrix(1 5 9 0 2 8 -1 5, 9 10 2 NULL -1 10 2 3)
$ m.rename!(date(2020.09.10)+1..8, `A`B)
$ m.setIndexedMatrix!()
$ m.mmin(3d)

$ m.mmin(1w)

Related functions: min