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## 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')