# mkurtosisTopN

Syntax

mkurtosisTopN(X, S, window, top, [biased=true], [ascending=true], [tiesMethod=’latest’])

Please see Moving TopN Functions (mTopN functions) for the parameters and windowing logic.

Arguments

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

Details

After stably sorting S in the specified ascending order, the function calculates the moving kurtosis of the first top elements of X in a sliding 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
\$ mkurtosisTopN(X, S, 6, 4)
[,,1.49,2.23,2.31,2.11,2.27]

\$ 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)
\$ mkurtosisTopN(X, S, 6, 4)

col1   col2

1.5
1.5    1.5
1.8457 1.5
1.5734 1.8457
1.8457 1.2215
1.64   2
1.64   1.64
1.64   1.8457

\$ symbol = ["A","A","A","B","A","A","B","A","A","B","B","B","A","B","A","B","B","A","B","A"]
\$ price = [28.11,28.25,28.44,52.31,28.98,28.89,52.22,28.16,28.52,52.62,52.56,52.2,28.01,52.43,28.57,52.42,52.19,28.16,52.84,28.18]
\$ qty = [5000,400,3100,100,2400,3700,700,3700,4600,4700,3100,3300,3900,3500,3000,3000,4000,4700,2000,4400]
\$ BSFlag = [1,0,0,0,1,1,0,1,0,0,0,1,0,0,1,1,1,0,1,0]
\$ t = table(time, symbol, price, qty, BSFlag)
\$ select time,symbol,mkurtosisTopN(price, qty, 8, 5) as mskewTop5price from t context by symbol
```

time

symbol

mskewTop5price

2023.07.05T09:30:00.010

A

2023.07.05T09:30:00.020

A

2023.07.05T09:30:00.040

A

1.5

2023.07.05T09:30:00.070

A

2.0147

2023.07.05T09:30:00.080

A

1.3355

2023.07.05T09:30:00.140

A

1.2976

2023.07.05T09:30:00.160

A

1.2976

2023.07.05T09:30:00.200

A

1.2976

2023.07.05T09:30:00.220

A

2.2021

2023.07.05T09:30:00.360

A

1.656

2023.07.05T09:30:00.400

A

1.351

2023.07.05T09:30:00.060

B

2023.07.05T09:30:00.090

B

2023.07.05T09:30:00.170

B

1.5

2023.07.05T09:30:00.180

B

1.1993

2023.07.05T09:30:00.190

B

1.289

2023.07.05T09:30:00.210

B

1.7383

2023.07.05T09:30:00.230

B

1.8183

2023.07.05T09:30:00.250

B

1.8183

2023.07.05T09:30:00.390

B

1.923

Related function: mkurtosis