This function computes a running/rolling percentage rank.

`runPercentRank(x, n = 260, cumulative = FALSE, exact.multiplier = 0.5)`

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).

- x
Object coercible to xts or matrix.

- n
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.- cumulative
Logical, use from-inception calculation?

- exact.multiplier
The weight applied to identical values in the window. Must be between 0 and 1, inclusive. See details.

Charlie Friedemann

The computation for a percentage rank can vary depending on the weight given
to values in the window that are equal to the value being ranked. This weight
can be set using the `exact.multiplier`

argument which defaults to 0.5.

`exact.multiplier = 0`

scores equal values in the lookback window as
always being greater than the value being ranked. `exact.multiplier = 1`

scores equal values as being below the value being ranked. Any multiplier
between 0 and 1 counts that proportion of the equal values as being below
the value being ranked.

The value of `exact.multiplier`

has the most impact when the window is
relatively small or when the number of discrete values in the window is
small. For non-repeating values, changing `exact.multiplier = 0`

to
`exact.multiplier = 1`

for a window of size `N`

will shift the
resulting percentile rankings by `1/N`

. It is equivalent to changing
the question from, "how many values are < the value" to "how many values
are <= the value".

The following site(s) were used to code/document this
indicator:

https://en.wikipedia.org/wiki/Percentile_rank