cumbetaTopN
Syntax
cumbetaTopN(X, Y, S, top, [ascending=true], [tiesMethod=’latest’])
Please see Cumulative Moving TopN Functions (cumTopN functions) for the parameters and windowing logic.
Details
After stably sorting S in the specified ascending order, the function obtains the first top pairs of elements in X and Y in a cumulative window and calculates the coefficient estimate ordinary-least-squares regressions of Y on X.
Return value: DOUBLE type
Examples
$ X=1 2 3 10 100 4 3
$ Y=1 7 8 9 0 5 8
$ S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
$ cumbetaTopN(X, Y, S, 6, 4)
[,0.1666,0.2441,0.7483,-6.4428,-6.4428,-6.2293]