cumkurtosisTopN

cumkurtosisTopN(X, S, top, [biased=true], [ascending=true], [tiesMethod='latest'])

The function stably sorts X by S in the order specified by ascending, then calculates the moving kurtosis of the first top elements in a cumulative window.

biased (optional) is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.

Please see Cumulative Moving TopN Functions for the parameters and windowing logic.

DOUBLE type.

X=1 2 3 10 100 4 3
S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
cumkurtosisTopN(X, S, 6, 4)
// output: [,,1.5,2.2304,3.2152,4.1525,4.1554]

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)
cumkurtosisTopN(X, S, 6, 4)

id=rand(10,10)
price=rand(100,10)
t=table(id, price)
select cumkurtosisTopN(price, id, 6, 4) as result from t