This function computes a running/rolling percentage rank.
runPercentRank(x, n = 260, cumulative = FALSE, exact.multiplier = 0.5)Object coercible to xts or matrix.
Number of periods to use in the window or, if
cumulative=TRUE, the number of observations to use before the first
result is returned. Must be between 1 and nrow(x), inclusive.
Logical, use from-inception calculation?
The weight applied to identical values in the window. Must be between 0 and 1, inclusive. See details.
A object of percent ranks over a n-period moving window of the same
class as x and y or a vector (if try.xts fails).
The computation for a percentage rank can vary depending on the weight given
to values in the window identical to the value being ranked. This weight can
be set using the exact.multiplier argument which defaults to 0.5.
The following site(s) were used to code/document this indicator: http://en.wikipedia.org/wiki/Percentile_rank