tmpercentile
Syntax
tmpercentile(T, X, percent, window, [interpolation=’linear’])
Please see Time-Based Moving Functions (tm-functions) for the common parameters and windowing logic.
Parameters
percent is an integer or floating number between 0 and 100.
interpolation is a string indicating the interpolation method to use if the specified percentile is between two elements in X (assuming the i-th and (i+1)-th element in the sorted X) . It can take the following values:
‘linear’: \(X_i+(X_{i+1}-X_i) * fraction\), where \(fraction=\frac{percentile/100-i/(size-1)}{1/(size-1)}\)
‘lower’: \(X_i\)
‘higher’: \(X_{i+1}\)
‘nearest’: \(X_i\) or \(X_{i+1}\) that is closest to the specified percentile
‘midpoint’: \((X_i+X_{i+1})/2\)
The default value of interpolation is ‘linear’.
Details
Return the percentile rank of each element 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 *, tmpercentile(t, x, 50, 3) from m
t |
x |
tmpercentile_t |
|---|---|---|
1 |
1 |
1 |
1 |
4 |
2.5 |
1 |
2.5 |
|
2 |
-1 |
1 |
5 |
||
6 |
4 |
4 |
$ T = 2021.01.02 2021.01.02 2021.01.04 2021.01.05 2021.01.07 2021.01.08
$ X = NULL 4 NULL -1 2 4
$ m = table(T as t,X as x)
$ select *, tmpercentile(t, x, 50, 3d) from m
t |
x |
tmpercentile_t |
|---|---|---|
2021.01.02 |
||
2021.01.02 |
4 |
4 |
2021.01.04 |
4 |
|
2021.01.05 |
-1 |
-1 |
2021.01.07 |
2 |
0.5 |
2021.01.08 |
4 |
3 |
$ select *, tmpercentile(t, x, 50, 1w) from m
t |
x |
tmpercentile_t |
|---|---|---|
2021.01.02 |
||
2021.01.02 |
4 |
4 |
2021.01.04 |
4 |
|
2021.01.05 |
-1 |
1.5 |
2021.01.07 |
2 |
2 |
2021.01.08 |
4 |
3 |
Related Functions: percentile, mpercentile