cumskewTopN

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

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

Please see cumTopN for the parameters and windowing logic.

After stably sorting S in the specified ascending order, the function calculates the skewness of the first top elements of X in a cumulative window.

Return value: 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
cumskewTopN(X, S, 6, 4)
// output
[,0,0,1.0182,1.4754,1.7635,1.7650]

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)
cumskewTopN(X, S, 6, 4)

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