mskewTopN

mskewTopN(X, S, window, top, [biased=true], [ascending=true], [tiesMethod='latest'])

参数说明和窗口计算规则请参考：mTopN

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。

在给定长度（以元素个数衡量）的滑动窗口内，根据 ascending 指定的排序方式将 X 按照 S 进行稳定排序后，取前 top 个元素计算斜度。

返回值：DOUBLE 类型。

X=1 2 3 10 100 4 3
S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
mskewTopN(X, S, 6, 4)
# output
[,0,0,1.01,1.13,0.79,1.08]

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)
mskewTopN(X, S, 6, 4)

symbol = ["A","A","A","B","A","A","B","A","A","B","B","B","A","B","A","B","B","A","B","A"]
time = temporalAdd(2023.07.03T09:30:00.000,[10,20,40,60,70,80,90,140,160,170,180,190,200,210,220,230,250,360,390,400],"ms")
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 = [1900,3300,100,3000,3500,800,3400,4400,3900,4600,2200,2100,2300,4100,400,300,3100,2500,1000,2700]
BSFlag = [1,0,1,1,0,0,1,0,0,0,0,1,0,1,0,0,1,1,1,1]
t = table(time, symbol, price, qty, BSFlag)
select time,symbol,BSFlag,mskewTopN(price, qty, 8, 5) as mskewTop5Price from t context by symbol,BSFlag

相关函数：mskew