tmpercentile

Syntax

tmpercentile(T, X, percent, window, [interpolation='linear'])

Please see tmFunctions for the common parameters and windowing logic.

Parameters

percent is an integer or floating number between 0 and 100.

interpolation (optional) 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': where

  • 'lower':

  • 'higher':

  • 'nearest': or that is closest to the specified percentile

  • 'midpoint':

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