Rolling Median¶

Computes the rolling median over a numeric vector using an ordered multiset with a tracked median iterator. Time complexity: O(log n) per element.

Usage¶

rolling_median(x, window_size, min_periods = window_size)

Parameter	Description
`x`	A numeric vector of type double.
`window_size`	Positive integer window length.
`min_periods`	Minimum number of non-`NA` observations required in a window to return a result. Defaults to `window_size`.

A numeric vector with rolling median values.

x <- as.double(c(1, 3, 2, 5, 4))
rolling_median(x, 3L)