mTopN#

mavgTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then calculates the average of the first top elements.

mbetaTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X and Y by S in the order specified by ascending, then calculates the coefficient estimate ordinary-least-squares regressions of Y on X.

mcorrTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X and Y by S in the order specified by ascending, then calculates the moving correlation of the first top pairs of elements in X and Y.

mcovarTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X and Y by S in the order specified by ascending, then calculates the moving covariance of the first top pairs of elements in X and Y.

mpercentileTopN

msumTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then sums up the first top elements.

mstdTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then calculates the unbiased sample standard deviation of the first top elements.

mstdpTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then calculates the population standard deviation of the first top elements.

mvarTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then calculates the unbiased sample variance of the first top elements.

mvarpTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X by S in the order specified by ascending, then calculates the population variance of the first top elements.

mwsumTopN

Within a sliding window of given length (measured by the number of elements), the function stably sorts X and Y by S in the order specified by ascending, then calculates the moving sums of X with Y as weights.