cumstdpTopN
Syntax
cumstdpTopN(X, S, top, [ascending=true], [tiesMethod='latest'])
Please see Cumulative Moving TopN Functions for the parameters and windowing logic.
Details
The function stably sorts X by S in the order specified by ascending, then calculates the population standard deviation of the first top elements in a cumulative window.
Return value: DOUBLE type.
Examples
X=1 2 3 10 100 4 3
S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
cumstdpTopN(X, S, 6, 4)
// output
[0,0.5,0.8164,3.5355,38.5299,35.8933,35.8116]
X = matrix(1..10, 11..20)
S = matrix(2022.01.01 2022.02.03 2022.01.23 NULL 2021.12.29 2022.01.20 2022.01.23 2022.01.22 2022.01.24 2022.01.24, NULL 2022.02.03 2022.01.23 2022.04.06 NULL 2022.02.03 2022.02.03 2022.02.05 2022.02.08 2022.02.03)
cumstdpTopN(X, S, 6, 4)
#1 | #2 |
---|---|
0 | |
0.5 | 0 |
0.8165 | 0.5 |
0.8165 | 0.8165 |
1.479 | 0.8165 |
1.8547 | 1.479 |
2.1602 | 1.8547 |
2.3805 | 2.1602 |
2.3805 | 2.5441 |
2.3805 | 2.7689 |
id=rand(10,10)
price=rand(100,10)
t=table(id, price)
select cumstdpTopN(price, id, 6, 4) as result from t
result |
---|
0 |
28.5 |
26.8701 |
24.8294 |
22.2657 |
29.4543 |
29.4543 |
30.8081 |
25.5435 |
25.5435 |