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

Rafał Weron

HSC Software from Hugo Steinhaus Center, Wroclaw University of Science and 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
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/runningmedian.m Program file (text/plain)

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

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