MovingMedian

MovingMedian[list,r]

gives the moving median of list, computed using spans of r elements.

Details

Examples

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Basic Examples  (2)

Moving median of a vector:

Moving median of a matrix:

Scope  (5)

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:

Moving median of a TimeSeries:

Generalizations & Extensions  (1)

Compute results for a SparseArray:

Applications  (2)

Smooth noisy data:

Compute the 100-day moving median of a financial time series:

Properties & Relations  (3)

A moving median is a sequence of medians:

A twoterm MovingMedian is equivalent to a twoterm MovingAverage:

MovingMedian is equivalent to MovingMap of Median:

Possible Issues  (1)

MovingMedian requires numeric values:

Introduced in 2007
 (6.0)