Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / financial-0.4.0 / hhigh.m

diff --git a/octave_packages/financial-0.4.0/hhigh.m b/octave_packages/financial-0.4.0/hhigh.m
new file mode 100644 (file)
index 0000000..d48eba2
--- /dev/null
+++ b/octave_packages/financial-0.4.0/hhigh.m
@@ -0,0 +1,54 @@
+## Copyright (C) 2008 Bill Denney <bill@denney.ws>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{hhv} =} hhigh (@var{data})
+## @deftypefnx {Function File} {@var{hhv} =} hhigh (@var{data}, @var{nperiods})
+## @deftypefnx {Function File} {@var{hhv} =} hhigh (@var{data}, @var{nperiods}, @var{dim})
+##
+## Compute the highest high value of @var{data} for the past
+## @var{nperiods} (default: 14) across the dimension, @var{dim}
+## (default: 1).
+##
+## @seealso{llow}
+## @end deftypefn
+
+function hhv = hhigh (data, nperiods = 14, dim = find (size (data) > 1, 1))
+
+  if nargin < 1 || nargin > 3
+    print_usage ();
+  elseif ! isvector (data)
+    ## FIXME
+    error ("cannot yet handle more than one dimensional data")
+  endif
+
+  if dim > ndims (data)
+    error ("dim cannot be greater than the number of dimensions in data");
+  endif
+
+  sz  = size (data);
+  hhv = data;
+  for i = 1:sz(dim)
+    hhv(i) = max (data(max (i-nperiods+1, 1):i));
+  endfor
+
+endfunction
+
+## Tests
+%!shared c, h
+%! c = [22.44 22.61 22.67 22.88 23.36 23.23 23.08 22.86 23.17 23.69 23.77 23.84 24.32 24.8 24.16 24.1 23.37 23.61 23.21 25];
+%! h = [22.44 22.61 22.67 22.88 23.36 23.36 23.36 23.36 23.36 23.69 23.77 23.84 24.32 24.8 24.8 24.8 24.8 24.8 24.8 25];
+%!assert(hhigh(c), h)
+%!assert(hhigh(c'), h')