\HeaderA{cum.utils}{wrapper to calculate cumprod on all columns in a matrix}{cum.utils}
\aliasA{cummax.column}{cum.utils}{cummax.column}
\aliasA{cumprod.column}{cum.utils}{cumprod.column}
\keyword{ts}{cum.utils}
\keyword{multivariate}{cum.utils}
\keyword{distribution}{cum.utils}
\keyword{models}{cum.utils}
\begin{Description}\relax
calculate cumulative values for the observation series given, including multicolumn extensions to cummax and cumprod
\Tabular{ll}{
\code{\LinkA{cummax.column}{cummax.column}} & cumulative maxima by column, useful for drawdowns \\
\code{\LinkA{cumprod.column}{cumprod.column}} & cumulative product by column, useful for compound returns \\
}

A prior version of these functions 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.
\end{Description}
\begin{Usage}
\begin{verbatim}
## S3 method for class 'column':
cumprod(x)
## S3 method for class 'column':
cummax(x)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{x}] a vector, matrix, data frame, timeSeries or zoo object of observations 
\end{ldescription}
\end{Arguments}
\begin{Value}
transformed matrix of cumprod's  or cummax's
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{cumprod}{cumprod}}
\code{\LinkA{cummax}{cummax}}
\end{SeeAlso}

