mstdTopN
Syntax
mstdTopN(X, S, window, top, [ascending=true])
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 |
---|---|
0.707106781186548 |
0.707106781186548 |
1.414213562373095 |
1.414213562373095 |
0.707106781186548 |
0.707106781186548 |
1.414213562373095 |
1.414213562373095 |
Related function: mstd