nanmedian

Median ignoring NaNs

nanmedian is not recommended. Use timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

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

Arguments

X	Financial time series object.
DIM	Dimension along which the operation is conducted.

Description

nanmedian for financial time series objects is based on the Statistics and Machine Learning Toolbox™ function nanmedian. See nanmedian.

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)

Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints (line 165) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/subsasgn (line 118) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/subsasgn (line 118) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/subsasgn (line 118) 
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. 
> In fints/nanmedian (line 14) 

nmedian =
    5.0000    7.0000   12.5000   10.0000