[no subject]

["Leeds, Mark" <mleeds@mlp.com>]

i don't know if it's because i am tired

but can anyone figure out the code

for the following two things

but loops are not allowed.

i've been sitting here for

three hours and i have tried

many things for both

and nothing has worked.

 

A) I have a vector x that's generally

increasing but not always. so,

if it was graphed over time,

it would generally be increasing

but would have some dips.  i want to

compute the largest peak to

to trough in x. in other words,

what was the largest down period

it went through. in finance,

if x is cumulative profit,

this is called the largest drawdown.

 

B) I have a vector y of say

size 250 that

contains postive and negative numbers.

i want to calculate the number

of negative values in the sets

of indices 1-50,2-51,3-524-53 ...

......, 201-250. so, i want

201 numbers representing

the number of negative values

in the moving window of

length 50 ?

 

 

thanks. i really appreciate it.

 

 

                                        mark