tmpercentile

swordfish.function.tmpercentile()

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

Parameters:

• T (Constant) – A non-strictly increasing vector of temporal or integral type. It cannot contain null values.

• X (Constant) – A vector of the same size as T.

• percent (Constant) – An integer or floating number between 0 and 100.

• window (Constant) – A scalar of positive integer or DURATION type indicating the size of the sliding window.

• interpolation (Constant, optional) – A string indicating the interpolation method to use if the specified percentile is between two elements in X (assuming the \(i^{th}\) and :math:\((i+1)^{th}\) element in the sorted X) , by default DFLT. It can be ‘linear’, ‘lower’, ‘higher’, ‘nearest’, and ‘midpoint’.