tmkurtosis

语法

tmkurtosis(T, X, window, [biased=true])

部分通用参数说明和窗口计算规则请参考:tmFunctions

参数

biased 是一个布尔值,表示是否是有偏估计。默认值为 true,表示有偏估计。

详情

在给定长度(以时间 T 衡量)的滑动窗口内计算 X 的峰度。

例子

T = 1 1 1 2 5 6
X = 1 4 NULL -1 NULL 4
m = table(T as t, X as x)
select *, tmkurtosis(t, x, 3) from m
t x tmkurtosis_t
1 1
1 4
1
2 -1 1.5
5
6 4
T = take(datehour(2019.06.13 13:30:10),4) join (datehour(2019.06.13 13:30:10)+1..6)
X = 1 NULL 3 4 5 NULL 3 NULL 5 3
m = table(T as t,X as x)
select *, tmkurtosis(t, x, 3d) from m
t x tmkurtosis_t
2019.06.13T13 1
2019.06.13T13
2019.06.13T13 3
2019.06.13T13 4 1.5
2019.06.13T14 5 1.8457
2019.06.13T15 1.8457
2019.06.13T16 3 2.2169
2019.06.13T17 2.2169
2019.06.13T18 5 2.2401
2019.06.13T19 3 2.4072
select *, tmkurtosis(t, x, 1w) from m
t x tmkurtosis_t
2019.06.13T13 1
2019.06.13T13
2019.06.13T13 3
2019.06.13T13 4 1.5
2019.06.13T14 5 1.8457
2019.06.13T15 1.8457
2019.06.13T16 3 2.2169
2019.06.13T17 2.2169
2019.06.13T18 5 2.2401
2019.06.13T19 3 2.4072

相关函数:mkurtosis, kurtosis