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nanmedian

Median ignoring NaNs

Syntax

m = nanmedian(X)
m = nanmedian(X,DIM)

Arguments

X

Financial times series object.

DIM

Dimension along which the operation is condcuted.

Description

nanmedian for financial times series objects is based on the Statistics Toolbox™ function nanmedian. See nanmedian in the Statistics Toolbox documentation.

m = nanmedian(X) returns the sample median of a financial time series object X, treating NaNs as missing values. m is a row vector containing the median value of non-NaN elements in each column.

m = nanmedian(X,DIM) takes the median along the dimension DIM of X.

Examples

To compute nanmedian for the following dates:

dates = {'01-Jan-2007';'02-Jan-2007';'03-Jan-2007';'04-Jan-2007'};
f = fints(dates, magic(4));
f.series1(1) = nan;
f.series2(2) = nan;
f.series3([1 3]) = nan;

nmedian = nanmedian(f)
nmedian =
    5.0000    7.0000   12.5000   10.0000

See Also

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