Backward cumulative median of a series.
Decreasing samples calculation of the median.
Syntax: @cumbmedian(x, [s])
x: series
s: (optional) sample string or object
Return: series
The median for each observation
may be written as:
where order statistics
represent data for the
observations (
), ordered from low to high, and
is the last period.
This function is panel aware.
Examples
show @cumbmedian(x)
generates a linked series of the backward cumulative median of the series x.
Cross-references
For the forward variant of this function, see
@cummedian.
