cumvarpTopN

Syntax

cumvarpTopN(X, 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 calculates the population variance of the first top elements of X in a cumulative window.

Return value: DOUBLE type.

Examples

$ X=1 2 3 10 100 4 3
$ S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
$ cumvarpTopN(X, S, 6, 4)
[0,0.25,0.6666,12.5,1484.5599,1288.3333,1282.4722]

$ 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)
$ cumvarpTopN(X, S, 6, 4)

#1	#2
0
0.25	0
0.6667	0.25
0.6667	0.6667
2.1875	0.6667
3.44	2.1875
4.6667	3.44
5.6667	4.6667
5.6667	6.4722
5.6667	7.6667

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

result
0
182.25
124.2222
114.5
255.44
428.4722
428.4722
416.9167
722.9167
722.9167