Name
mak — centered moving average for a matrix
CALLING SEQUENCE
xma = mak(x,k)
PARAMETERS
- Input
x = a (n x l) matrix
k = size of the moving average
- Output
xma = a (n x l) filtered serie
DESCRIPTION
Computes 2 sided k-periods centered moving average. The first and last floor(k/2)-values of the moving average are compute by "pading" the first and last values of the initial matrix.
EXAMPLE
x= grand(200,1,'nor',0,1);
xma = mak(x,12);
AUTHOR
Emmanuel Michaux (2007)