mkurtosisTopN
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
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。
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。
返回值
- 输入为向量时，返回一个与输入等长的 DOUBLE 类型向量。
- 输入为矩阵时，返回一个与输入矩阵同维度的矩阵，每列分别计算峰度。
- 输入为表时，返回一个与输入表结构相同的表，每列分别计算峰度。
- 输入为元组时，返回对应的元组结构。
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)
// output
[,,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 |
相关函数：mkurtosis