Name

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EXTREMA

Purpose

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

Category

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Time Series Analysis

Calling Sequence

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Result = EXTREMA( Data )

Inputs

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Data: A vector of type integer or floating point.

Keyword Parameters

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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

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

Outputs

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Result: Returns the locations of the extrema.

Procedure

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

Example

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

Modification History

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