mstdTopN

Syntax

mstdTopN(X, S, window, top, [ascending=true], [tiesMethod=’oldest’])

Please see Moving TopN Functions (mTopN functions) for the parameters and windowing logic.

Details

After stably sorting S in the specified ascending order, the function calculates the unbiased sample standard deviation of the first top elements of X in the sliding window.

Examples

$ X = 1..7
$ S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
$ mstdTopN(X, S, 4, 2)
[,0.707106781186548,1.414213562373095,0.707106781186548,0.707106781186548,0.707106781186548,1.414213562373095]

$ X = NULL 1 2 3 4 NULL 5
$ S = 3 5 1 1 5 2 4
$ mstdTopN(X, S, 4, 2)
[,,,0.707106781186548,0.707106781186548,0.707106781186548,]

$ X = matrix(1..5, 6..10)
$ S = 2022.01.01 2022.02.03 2022.01.23 2022.04.06 2021.12.29
$ mstdTopN(X, S, 3, 2)

#0	#1
0.707106781186548	0.707106781186548
1.414213562373095	1.414213562373095
0.707106781186548	0.707106781186548
1.414213562373095	1.414213562373095

$ X = matrix(1..5, 6..10)
$ S = matrix(2022.01.01 2022.02.03 2022.01.23 NULL 2021.12.29,NULL 2022.02.03 2022.01.23 2022.04.06 NULL)
$ mstdTopN(X, S, 3, 2)

#0	#1
0.7071
1.4142	0.7071
0.7071	0.7071
1.4142	0.7071

Related function: mstd