mrank
Syntax
mrank(X, ascending, window, [ignoreNA=true], [tiesMethod=’min’], [percent=false])
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Arguments
X is a vector or a matrix.
ascending is a Boolean value indicating whether the sorting direction is ascending.
window is an integer indicating the moving window size.
ignoreNA is a Boolean value indicating whether Null values are ignored in ranking. The default value is true. If Null values participate in the ranking, they are ranked the lowest.
tiesMethod is a string indicating how to rank the group of records with the same value (i.e., ties):
‘min’: lowest rank of the group
‘max’: highest rank of the group
‘average’: average rank of the group
percent is a Boolean value, indicating whether to display the returned rankings in percentile form. The default value is false.
Details
Return the rank of each element of X in a sliding window.
Examples
$ X = 3 2 4 4 4 NULL 1
$ mrank(X, ascending=false, window=3, ignoreNA=true);
[,,0,0,0,,1]
$ mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='max');
[,,0,1,2,2,1]
$ mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='min');
[,,0,0,0,2,1]
$ mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='average');
[,,0,0.5,1,2,1]
$ m=matrix(1 2 5 3 4, 5 4 1 2 3);
$ m;
#0 |
#1 |
|---|---|
1 |
5 |
2 |
4 |
5 |
1 |
3 |
2 |
4 |
3 |
$ mrank(m, true, 3);
#0 |
#1 |
|---|---|
2 |
0 |
1 |
1 |
1 |
2 |
$ mrank(m, true, 3, percent=true);
#0 |
#1 |
|---|---|
1 |
0.3333 |
0.6667 |
0.6667 |
0.6667 |
1 |
When window is the time offset of DURATION type:
$ m=matrix([1 4 2 4 5 7 4 3 2 5])
$ m.rename!(2020.01.01..2020.01.10, [`A])
$ m.setIndexedMatrix!()
$ mrank(m, window=3d, percent = 1)
label |
A |
|---|---|
2020.01.01 |
1 |
2020.01.02 |
1 |
2020.01.03 |
0.6667 |
2020.01.04 |
0.6667 |
2020.01.05 |
1 |
2020.01.06 |
1 |
2020.01.07 |
0.3333 |
2020.01.08 |
0.3333 |
2020.01.09 |
0.3333 |
2020.01.10 |
1 |
$ mrank(m, window=1w, percent = 1)
label |
A |
|---|---|
2020.01.01 |
1 |
2020.01.02 |
1 |
2020.01.03 |
0.6667 |
2020.01.04 |
0.75 |
2020.01.05 |
1 |
2020.01.06 |
1 |
2020.01.07 |
0.4286 |
2020.01.08 |
0.2857 |
2020.01.09 |
0.1429 |
2020.01.10 |
0.7143 |
Related functions: rank