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 od Haerdle ans Steiger (1990).

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

Note:

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            

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

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

(C) MD*TECH Method and Data Technologies, 28.6.1999