tmkurtosisTopN

tmkurtosisTopN(T, X, S, window, 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 tmTopN for the parameters and windowing logic.

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

Return value: a vector of DOUBLE type

T=2023.01.03+1..10
X = [2, 1, 4, 3, 4, 3, 1, 5, 8, 2]
S = [5, 8, 1, , 1, 1, 3, 2, 5 ,1]
// The NULL values in S are ignored in data sorting, and the corresponding elements in X do not participate in calculation
tmkurtosisTopN(T,X,S,6,4)
// output
[,,1.5,1.5,1.2798,1.628,2,2,1.8457,1.64]

T=2023.01.03 2023.01.07 2023.01.08 2023.01.10 2023.01.11 2023.01.12 2023.01.13 2023.01.14 2023.01.15 2023.01.16
X=8 3 1 2 5 2 5 4 2 6
S=1 5 2 3 1 1 2 4 5 3
t=table(T as time, X as val, S as id)
select tmkurtosisTopN(time,val,id,6,4) as topN from t

Related function: tmkurtosis