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

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Author Info

  • Rafal Weron

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.

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File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/runningmedian.m
File Function: Program file
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Bibliographic Info

Software component provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Software with number M12006.

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Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.9).
Date of creation: 15 Apr 2012
Date of revision:
Handle: RePEc:wuu:hscode:m12006

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Related research

Keywords: Running median; Robust trend estimation.;

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