cumstdTopN

Syntax

cumstdTopN(X, S, top, [ascending=true], [tiesMethod=’latest’])

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 standard deviation 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
$ cumstdTopN(X, S, 6, 4)
[,0.70,1,4.08,43.07,39.31,39.22]

$ 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)
$ cumstdTopN(X, S, 6, 4)

#0	#1
0.7071
1	0.7071
1	1
1.7078	1
2.0736	1.7078
2.3664	2.0736
2.6077	2.3664
2.6077	2.7869
2.6077	3.0332

$ id=rand(10,10)
$ price=rand(100,10)
$ t=table(id, price)
$ select cumavgTopN(price, id, 6, 4) as result from t

result
94
69.5
46.3333
55.75
57.8
49.6667
50.5
50.5
51.5
51.5