mrank

swordfish.function.mrank()

Return the rank of each element of X in a sliding window.

Parameters:

• X (Constant) – A vector/matrix/table/tuple (with scalars or equal-length vectors)/dictionary.

• ascending (Constant) – A Boolean value indicating whether the sorting direction is ascending.

• window (Constant) – An integer no smaller than 2 or a scalar of DURATION type indicating the size of the sliding window. Note: The window size is capped at 102400 when m-functions are used in the streaming engines.

• ignoreNA (Constant) – A Boolean value indicating whether null values are ignored in ranking. The default value is true. If null values participate in the ranking, they are ranked the lowest.

• tiesMethod (Constant) –

  A string indicating how to rank the group of records with the same value (i.e., ties):

  • ’min’: lowest rank of the group

  • ’max’: highest rank of the group

  • ’average’: average rank of the group

• percent (Constant) – A Boolean value, indicating whether to display the returned rankings in percentile form. The default value is false.

• minPeriods (Constant, optional) – A positive integer indicating the minimum number of observations in a window required to be not null (otherwise the result is NULL).