ExpandingMax

Description

The ExpandingMax function returns the running maximum of every sample seen since the last reset. It is an alias of CumMax exposed under the expanding family and matches pandas.Series.expanding().max().

Equation:

\[ y[t] = \max_{0 \le i \le t} x[i] \]

Parameters: none.

NaN handling

Policy: ignore. A NaN in the input at index t causes the function to skip that step: output at t is NaN and internal state is unchanged. Subsequent finite samples are processed as if step t had not occurred.

Examples

Usage example

import numpy as np
from screamer import ExpandingMax

x = np.arange(1.0, 11.0)
y = ExpandingMax()(x)