mmed

mmed(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Calculate the moving median of X in a sliding window.

X = 2 1 3 7 6 5 4
Y = 2 1 3 NULL 6 5 4

mmed(X, 3);
// output
[,,2,3,6,6,5]

mmed(Y, 3);
// output
[,,2,2,4.5,5.5,5]

mmed(Y, 3, minPeriods=1);
// output
[2,1.5,2,2,4.5,5.5,5]

m = matrix(1 5 9 0 2, 9 10 2 NULL 2)
m.rename!(date(2020.09.08)+1..5, `A`B)
m.setIndexedMatrix!()
m.mmed(3d)

m.mmed(1w)

Related functions: med