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

Author

Listed:
  • Rafal Weron

Programming Language

MATLAB

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.

Suggested Citation

  • Rafal Weron, 2012. "RUNNINGMEDIAN: MATLAB function to compute a running median of a time series," HSC Software M12006, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    • Handle: RePEc:wuu:hscode:m12006
    as

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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/runningmedian.m
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