mkurtosisTopN

New in version 2.00.10.

语法

mkurtosisTopN(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 系列

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 个元素计算峰度。

返回值：DOUBLE 类型。

例子

$ 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"]
$ time = temporalAdd(2023.07.05T09:30:00.000,[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 = [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