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:

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, 21.9.2000