max

max_(x, w=Window(w=None, r=0))[source]

Maximum value of series over given window

Parameters
  • x (Series) – series: timeseries

  • w (Union[Window, int]) – Window or int: number of observations and ramp up to use. e.g. Window(22, 10) where 22 is the window size

and 10 the ramp up value. Window size defaults to length of series. :rtype: Series :return: timeseries of maximum value

Usage

Returns the maximum value of the series over each window:

\(R_t = max(X_{t-w+1}:X_t)\)

where \(w\) is the size of the rolling window. If window is not provided, returns the minimum value over the full series. If the window size is greater than the available data, will return minimum of available values.

Examples

Maximum value of price series over the last \(22\) observations:

>>> prices = generate_series(100)
>>> max_(prices, 22)

See also

min_()