mpercentileTopN

Syntax

mpercentileTopN(X, S, percent, window, top, [interpolation], [ascending])

Please see mTopN for the parameters and windowing logic.

Arguments

X is a numeric vector, matrix or table.

S is a numeric/temporal vector, matrix or table, based on which X are sorted.

percent is an integer or floating value 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' (default): Return X_i + (X_i+1 - X_i)* fraction, where

• 'lower': Return X_i

• 'higher': Return X_i+1

• 'nearest': Return X_i+1 or X_i that is closest to the specified percentile

• 'midpoint': Return (X_i+1 + X_i)/2

Details

• When X is a vector, within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then calculates the moving percentile rank of the first top elements.

• When X is a matrix or table, conduct the aforementioned calculation within each column of X. The result is a matrix/table with the same shape as X.

Examples

When X is a vector:

x =  [2,,8,0,4,,6,3,5,7] 
s = [,1,8,7,9,6,5,0,4,3]
mpercentileTopN(x, s, percent=25, window=6, top=3, interpolation="lower")
// output: [,,8,0,0,0,6,3,3,3]

mpercentileTopN(x, s, percent=75, window=6, top=3, interpolation="higher")
// output: [,,8,8,8,0,6,6,6,7]

mpercentileTopN(x, s, percent=5, window=6, top=3, interpolation="nearest")
// output: [,,8,0,0,0,6,3,3,3]

mpercentileTopN(x, s, percent=15, window=6, top=3, interpolation="midpoint")
// output: [,,8,4,4,0,6,4.5,4,4]

mpercentileTopN(x, s, percent=50, window=6, top=3, interpolation="linear")
// output: [,,8,4,4,0,6,4.5,5,5]

When X is a matrix:

x = [8,,1,6,9,2,0,,5,3,2,,8,0,4,,6,3,5,7]$10:2
s = [,1,8,7,9,6,5,0,4,3]
mpercentileTopN(x, s, percent=15, window=6, top=3, interpolation="midpoint")

Output: