tmkurtosis
Syntax
tmkurtosis(T, X, window, [biased=true])
Please see Time-Based Moving Functions (tm-functions) for the common parameters and windowing logic.
Parameters
biased is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.
Details
Calculate the moving kurtosis of X in a sliding window.
Examples
$ T = 1 1 1 2 5 6
$ X = 1 4 NULL -1 NULL 4
$ m = table(T as t, X as x)
$ select *, tmkurtosis(t, x, 3) from m
t |
x |
tmkurtosis_t |
|---|---|---|
1 |
1 |
|
1 |
4 |
|
1 |
||
2 |
-1 |
1.5 |
5 |
||
6 |
4 |
$ T = take(datehour(2019.06.13 13:30:10),4) join (datehour(2019.06.13 13:30:10)+1..6)
$ X = 1 NULL 3 4 5 NULL 3 NULL 5 3
$ m = table(T as t,X as x)
$ select *, tmkurtosis(t, x, 3d) from m
t |
x |
tmkurtosis_t |
|---|---|---|
2019.06.13T13 |
1 |
|
2019.06.13T13 |
||
2019.06.13T13 |
3 |
|
2019.06.13T13 |
4 |
1.5 |
2019.06.13T14 |
5 |
1.8457 |
2019.06.13T15 |
1.8457 |
|
2019.06.13T16 |
3 |
2.2169 |
2019.06.13T17 |
2.2169 |
|
2019.06.13T18 |
5 |
2.2401 |
2019.06.13T19 |
3 |
2.4072 |
$ select *, tmkurtosis(t, x, 1w) from m
t |
x |
tmkurtosis_t |
|---|---|---|
2019.06.13T13 |
1 |
|
2019.06.13T13 |
||
2019.06.13T13 |
3 |
|
2019.06.13T13 |
4 |
1.5 |
2019.06.13T14 |
5 |
1.8457 |
2019.06.13T15 |
1.8457 |
|
2019.06.13T16 |
3 |
2.2169 |
2019.06.13T17 |
2.2169 |
|
2019.06.13T18 |
5 |
2.2401 |
2019.06.13T19 |
3 |
2.4072 |