RUNNINGMEDIAN: MATLAB function to compute a running median of a time series

Rafał Weron ()

HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology

Abstract: Y=RUNNINGMEDIAN(DATA) returns the running median of width equal to 10% of the sample size DATA. RUNNINGMEDIAN(DATA,WIDTHMED,MINRADIUS) allows to specify a different width of the running median WIDTHMED and the minimum radius of the median MINRADIUS (default: 0.5% of the sample size) to which the radius of the median is decreased at the edges.

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.9).
Keywords: Running median; Robust trend estimation. (search for similar items in EconPapers)
Date: 2012-04-15
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/runningmedian.m Program file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wuu:hscode:m12006

Access Statistics for this software item

More software in HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology
Contact information at EDIRC.
Series data maintained by Rafal Weron ().