tmmed
Syntax
tmmed(T, X, window)
Please see tmFunctions for the parameters and windowing logic.
Details
Calculate the moving median of X in a sliding window.
Examples
T = 1 1 1 2 5 6
X = 1 4 NULL -1 NULL 4
m = table(T as t,X as x)
select *, tmmed(t, x, 3) from m| t | x | tmmed_t |
|---|---|---|
| 1 | 1 | 1 |
| 1 | 4 | 2.5 |
| 1 | 2.5 | |
| 2 | -1 | 1 |
| 5 | ||
| 6 | 4 | 4 |
T = 2021.01.02 2021.01.02 2021.01.04 2021.01.05 2021.01.07 2021.01.08
X = NULL 4 NULL -1 2 4
m = table(T as t,X as x)
select *, tmmed(t, x, 3d) from m| t | x | tmmed_t |
|---|---|---|
| 2021.01.02 | ||
| 2021.01.02 | 4 | 4 |
| 2021.01.04 | 4 | |
| 2021.01.05 | -1 | -1 |
| 2021.01.07 | 2 | 0.5 |
| 2021.01.08 | 4 | 3 |
select *, tmmed(t, x, 1w) from m| t | x | tmmed_t |
|---|---|---|
| 2021.01.02 | ||
| 2021.01.02 | 4 | 4 |
| 2021.01.04 | 4 | |
| 2021.01.05 | -1 | 1.5 |
| 2021.01.07 | 2 | 2 |
| 2021.01.08 | 4 | 3 |