cumkurtosisTopN
Syntax
cumkurtosisTopN(X, S, top, [biased=true], [ascending=true], [tiesMethod=’latest’])
Arguments
biased is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.
Please see Cumulative Moving TopN Functions (cumTopN functions) for the parameters and windowing logic.
Details
After stably sorting S in the specified ascending order, the function calculates the kurtosis of the first top elements of X in a cumulative window.
Return value: DOUBLE type.
Examples
$ X=1 2 3 10 100 4 3
$ S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
$ cumkurtosisTopN(X, S, 6, 4)
[,,1.5,2.2304,3.2152,4.1525,4.1554]
$ X = matrix(1..10, 11..20)
$ S = matrix(2022.01.01 2022.02.03 2022.01.23 NULL 2021.12.29 2022.01.20 2022.01.23 2022.01.22 2022.01.24 2022.01.24, NULL 2022.02.03 2022.01.23 2022.04.06 NULL 2022.02.03 2022.02.03 2022.02.05 2022.02.08 2022.02.03)
$ cumkurtosisTopN(X, S, 6, 4)
#0 |
#1 |
|---|---|
1.5 |
|
1.5 |
1.5 |
1.8457 |
1.5 |
1.5092 |
1.8457 |
1.5 |
1.5092 |
1.9204 |
1.5 |
1.9204 |
1.6107 |
1.9204 |
1.7297 |
$ id=rand(10,10)
$ price=rand(100,10)
$ t=table(id, price)
$ select cumkurtosisTopN(price, id, 6, 4) as result from t
result |
|---|
1.5 |
1.4036 |
1.537 |
1.8185 |
1.8838 |
2.0968 |
2.6695 |
2.6695 |