mstdTopN

语法

mstdTopN(X, S, window, top, [ascending=true], [tiesMethod='oldest'])

参数说明和窗口计算规则请参考：mTopN

详情

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 个元素计算样本标准差。

例子

X = 1..7
S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
mstdTopN(X, S, 4, 2)
# output
[,0.707106781186548,1.414213562373095,0.707106781186548,0.707106781186548,0.707106781186548,1.414213562373095]

X = NULL 1 2 3 4 NULL 5
S = 3 5 1 1 5 2 4
mstdTopN(X, S, 4, 2)
# output
[,,,0.707106781186548,0.707106781186548,0.707106781186548,]

X = matrix(1..5, 6..10)
S = 2022.01.01 2022.02.03 2022.01.23 2022.04.06 2021.12.29
mstdTopN(X, S, 3, 2)


#0	#1

0.707106781186548	0.707106781186548
1.414213562373095	1.414213562373095
0.707106781186548	0.707106781186548
1.414213562373095	1.414213562373095

X = matrix(1..5, 6..10)
S = matrix(2022.01.01 2022.02.03 2022.01.23 NULL 2021.12.29,NULL 2022.02.03 2022.01.23 2022.04.06 NULL)
mstdTopN(X, S, 3, 2)


#0	#1

0.7071
1.4142	0.7071
0.7071	0.7071
1.4142	0.7071