cumstdpTopN

Syntax

cumstdpTopN(X, S, top, [ascending=true], [tiesMethod=’latest’])

Please see Cumulative Moving TopN Functions (cumTopN functions) for the parameters and windowing logic.

Details

After stably sorting S in the specified ascending order, the function calculates the population standard deviation of the first top elements of X in a cumulative window.

Return value: DOUBLE type.

Examples

$ X=1 2 3 10 100 4 3
$ S = 0.3 0.5 0.1 0.1 0.5 0.2 0.4
$ cumstdpTopN(X, S, 6, 4)
[0,0.5,0.8164,3.5355,38.5299,35.8933,35.8116]

$ 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)
$ cumstdpTopN(X, S, 6, 4)

#1	#2
0
0.5	0
0.8165	0.5
0.8165	0.8165
1.479	0.8165
1.8547	1.479
2.1602	1.8547
2.3805	2.1602
2.3805	2.5441
2.3805	2.7689

$ id=rand(10,10)
$ price=rand(100,10)
$ t=table(id, price)
$ select cumstdpTopN(price, id, 6, 4) as result from t

result
0
28.5
26.8701
24.8294
22.2657
29.4543
29.4543
30.8081
25.5435
25.5435