XploRe Help : rmed

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group:	Statistical Data Analysis
Topic:	Nonparametric Methods
See also:	sker isoreg l1line lowess

Function:		rmed
Description:		rmed computes the running median of y using the optimal median smoothing algorithm of Haerdle and Steiger (1990).

Usage:	`yh = rmed (y, k)`
Input:
	`y`	n x 1 vector
	`k`	scalar
Output:
	`yh`	n x 1 vector

Note:

k has to be odd

Example:

; generate a dataset x = normal(100) ; running median with window-width 11 z = rmed(x, 11) z

Result:

//z contains the running median  fit of x

Contents of z



[  1,] -0.27263

[  2,] -0.27263

[  3,] -0.27263

...

[ 97,] -0.098969

[ 98,] -0.098969

[ 99,] -0.098969

[100,] -0.098969