mwsumTopN

New in version 2.00.4.

语法

mwsumTopN(X, Y, S, window, top, [ascending=true], [tiesMethod=’oldest’])

参数说明和窗口计算规则请参考: mTopN 系列

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 XY 按照 S 进行稳定排序后,取前 top 个元素,然后计算 YX 的内积。

例子

$ x = NULL 3 8 4 0 7 4
$ y = 2 3 1 7 3 6 1
$ s = 5 NULL 8 9 9 4 4

$ mwsumTopN(x, y, s, 4, 3)
[,,8,36,36,78,74]

$ s2=2021.01.01 2021.02.03 2021.01.23 2021.04.06 2021.12.29 2021.04.16 2021.10.29
$ mwsumTopN(x, y, s2, 3, 2)
[ , 9, 8, 17, 36, 70, 46]

$ x1 = matrix(x, 4 3 6 2 3 1 3)
$ y1=matrix(3 7 9 3 2 4 6, y)
$ s1=matrix(2 3 1 7 3 NULL 1, s)

$ mwsumTopN(x1,y1,s1,4,3)

#1

#2

8

21

8

93

14

93

28

93

29

84

26

36

23

$ mwsumTopN(x1, y1, s, 4, 3)

#1

#2

8

8

72

14

84

28

84

29

112

26

64

23

$ n = 3000
$ ids = 1..3000
$ dates = take(2021.01.01..2021.10.01,n)
$ prices = rand(1000,n)
$ vals = rand(1000,n)
$ t = table(ids as id,dates as date,prices as price,vals as val)
$ dbName = "dfs://test_mwsumTopN_2"
$ if(existsDatabase(dbName))dropDB(dbName)
$ db = database(dbName,VALUE,1..5000)
$ pt = db.createPartitionedTable(t,"pt",`id).append!(t)
$ select mwsumTopN(price, val, id, 10, 5, true) from pt where date>2021.05.01

相关函数:mwsum