cum.utils {PerformanceAnalytics} | R Documentation

## wrapper to calculate cumprod on all columns in a matrix

### Description

calculate cumulative values for the observation series given, including multicolumn extensions to cummax and cumprod

`cummax.column` | cumulative maxima by column, useful for drawdowns
`cumprod.column` | cumulative product by column, useful for compound returns

A prior version of thesefunctions included specific NA handling. This was removed due to a conflict with the general cumulative functions in the R core. Please be aware that you may have issues with series of different lengths, and may need to explicitly handle NAs as a result.

### Usage

    cumprod.column(x)
    cummax.column(x)

### Arguments

`x` | a vector, matrix, data frame, timeSeries or zoo object of observations

### Value

transformed matrix of cumprod's or cummax's

### Author(s)

Peter Carl

### See Also

`cumprod` `cummax`

[Package PerformanceAnalytics version 0.9.5 Index]