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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)

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