tests passing with new running quantile function

Author: dysonance

src/run.jl

@@ -294,20 +294,19 @@ Compute the running/rolling quantile of an array.
 
 `runquantile(x::Vector{Float64}; p::Float64=0.05, n::Int=10, cumulative::Bool=true)::Vector{Float64}`
 """
-function runquantile(x::Vector{Float64}; p::Float64=0.05, n::Int=10, cumulative::Bool=true)::Vector{Float64}
+function runquantile(x::Array{Float64}; p::Float64=0.05, n::Int=10, cumulative::Bool=true)::Array{Float64}
     @assert n<size(x,1) && n>1 "Argument n is out of bounds."
-    N = length(x)
-    out = zeros(Float64, length(x))
+    out = zeros(Float64, (size(x,1), size(x,2)))
     if cumulative
-        @inbounds for i in 2:N
-            out[i] = quantile(x[1:i], p)
+        @inbounds for j in 1:size(x,2), i in 2:size(x,1)
+            out[i,j] = quantile(x[1:i,j], p)
         end
-        out[1] = NaN
+        out[1,:] = NaN
     else
-        @inbounds for i in n:N
-            out[i] = quantile(x[i-n+1:i], p)
+        @inbounds for j in 1:size(x,2), i in n:size(x,1)
+            out[i,j] = quantile(x[i-n+1:i,j], p)
         end
-        out[1:n-1] = NaN
+        out[1:n-1,:] = NaN
     end
     return out
 end

src/temporal.jl

@@ -46,6 +46,7 @@ runvar{V,T}(X::TS{V,T}; args...) = close_fun(X, runvar, [:RunVar]; args...)
 runmax{V,T}(X::TS{V,T}; args...) = close_fun(X, runmax, [:RunMax]; args...)
 runmin{V,T}(X::TS{V,T}; args...) = close_fun(X, runmin, [:RunMin]; args...)
 runsd{V,T}(X::TS{V,T}; args...) = close_fun(X, runsd, [:RunSD]; args...)
+runquantile{V,T}(X::TS{V,T}; args...) = close_fun(X, runquantile, [:RunQuantile]; args...)
 wilder_sum{V,T}(X::TS{V,T}; args...) = close_fun(X, wilder_sum, [:WilderSum]; args...)
 
 ##### ma.jl ######

test/runtests.jl

@@ -439,10 +439,10 @@ end
     @test size(tmp, 1) == N
     @test size(tmp, 2) == 1
     tmp = runquantile(x, cumulative=true)
-    @test !isnan(tmp[2,:]) && isnan(tmp[1,:])
-    @test tmp[10,1] = quantile(x[1:10], 0.05)
+    @test !isnan(tmp.values[2,1]) && isnan(tmp.values[1,1])
+    @test tmp.values[10,1] == quantile(x.values[1:10,1], 0.05)
     tmp = runquantile(x, cumulative=false)
-    @test tmp[10,1] = quantile(x[1:10], 0.05)
+    @test tmp.values[10,1] == quantile(x.values[1:10,1], 0.05)
     # moving average functions
     tmp = sma(x)
     @test size(tmp, 1) == N