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MovingMedian

MovingMedian
gives the moving median of list, computed using spans of r elements.
  • MovingMedian gives a list of the medians of elements in list taken in blocks of length r. »
Moving median of a vector:
Moving median of a matrix:
Moving median of a vector:
In[1]:=
Click for copyable input
Out[1]=
 
Moving median of a matrix:
In[1]:=
Click for copyable input
Out[1]=
Compute moving medians for any numeric data:
Obtain results at machine precision:
Obtain results for lists of any precision:
Moving medians of matrices are matrices:
Smooth noisy data:
Compute the 100-day moving median of a financial time series:
A moving median is a sequence of medians:
A two-term MovingMedian is equivalent to a two-term MovingAverage:
MovingMedian requires numeric values:
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