[S] max of 'x' previous obs in a vector

[paul_chartraw@westlb.co.uk]

Is there a non-recursive method of accomplishing the below?

function(prices, period)
{
     period <- period - 1
     pricemax <- prices
     pricemax[1:length(prices)] <- NA
     for(i in period + 1:length(prices))
          pricemax[i] <- max(prices[(i - period):i])
     pricemax <- pricemax[1:length(prices)]
     pricemax
}




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