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EXTREMA

EXTREMA

Name


EXTREMA

Purpose


This function returns the locations of the local extrema in a
given time series.

Category


Time Series Analysis

Calling Sequence


Result = EXTREMA( Data )

Inputs


Data: A vector of type integer or floating point.

Keyword Parameters


FLAT: If set, all locations along broad flat extrema are returned.
The default is for only the middle location to be returned.
ENDS: If set, end points are always returned as extrema. The default
is to return the end points only if they lie outside the next
minimum and maximum.

Optional Outputs


MAXIMA: Returns the locations of the maxima.
MINIMA: Returns the locations of the minima.

Outputs


Result: Returns the locations of the extrema.

Procedure


For each point, neighbouring values are compared to see if the given
point is an extremum.

Example


Define a vector.
data = [1,2,3,2]
Find the local maxima.
result = extrema( data )
The result should be [ 0, 2 ].

Modification History


  Written by: Daithi A. Stone (stoned@atm.ox.ac.uk), 2003-10-09.



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