rolling median

["Leeds, Mark" <mleeds@mlp.com>]

I think I asked this question before a while back

and someone responded but i can't find the original

email.

 

I have a vector of data and I want to calculate

the n rolling median of the vector.

 

n could be any number.

 

does anyone know how to do this ?

 

also, if anyone knows that, then maybe

they also know the n rolling standard deviation

of the median ?

 

thanks.

 

                                        mark