mrank

mrank(X, ascending, window, [ignoreNA=true], [tiesMethod='min'], [percent=false], [minPeriods])

Please see mFunctions for the parameters and windowing logic.

ascending is a Boolean value indicating whether the sorting direction is ascending.

ignoreNA is a Boolean value indicating whether NULL values are ignored in ranking. The default value is true. If NULL values participate in the ranking, they are ranked the lowest.

percent is a Boolean value, indicating whether to display the returned rankings in percentile form. The default value is false.

Return the rank of each element of X in a sliding window.

X = 3 2 4 4 4 NULL 1

mrank(X, ascending=false, window=3, ignoreNA=true);
// output: [,,0,0,0,,1]

mrank(X, ascending=false, window=3, ignoreNA=true, minPeriods=2);
// output: [,1,0,0,0,,1]

mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='max');
// output: [,,0,1,2,2,1]

mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='max', minPeriods=2);
// output: [,1,0,1,2,2,1]

mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='min');
// output: [,,0,0,0,2,1]

mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='min', minPeriods=3);
// output: [,,0,0,0,,]

mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='average');
// output: [,,0,0.5,1,2,1]

mrank(X, ascending=false, window=3, ignoreNA=false, tiesMethod='average', minPeriods=2);
// output: [,1,0,0.5,1,2,1]

m=matrix(1 2 5 3 4, 5 4 1 2 3);
m;

mrank(m, true, 3);

mrank(m, true, 3, percent=true);

When window is the time offset of DURATION type:

m=matrix([1 4 2 4 5 7 4 3 2 5])
m.rename!(2020.01.01..2020.01.10, [`A])
m.setIndexedMatrix!()
mrank(m, window=3d, percent = 1)

mrank(m, window=1w, percent = 1)

Related functions: rank