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