Moving median absolute deviation

`M = movmad(`

returns
an array of local `A`

,`k`

)`k`

-point median absolute deviations
(MADs), where each MAD is calculated over a sliding window
of length `k`

across neighboring elements of `A`

. `M`

is
the same size as `A`

.

When `k`

is odd, the window is centered about
the element in the current position. When `k`

is
even, the window is centered about the current and previous elements.
The window size is automatically truncated at the endpoints when there
are not enough elements to fill the window. When the window is truncated,
the MAD is taken over only the elements that fill the window.

If

`A`

is a vector, then`movmad`

operates along the length of the vector.If

`A`

is a multidimensional array, then`movmad`

operates along the first array dimension whose size does not equal 1.

`M = movmad(___,`

computes
the MAD along dimension `dim`

)`dim`

for any of the previous
syntaxes. For example, `movmad(A,k,2)`

for a matrix `A`

operates
across the columns of `A`

, computing the `k`

-element
sliding MAD for each row.

`M = movmad(___,`

specifies
whether to include or omit `nanflag`

)`NaN`

values from the
calculation for any of the previous syntaxes. `movmad(A,k,'includenan')`

includes
all `NaN`

values in the calculation, which is the
default. `movmad(A,k,'omitnan')`

ignores them and
computes the MAD over fewer points.

`M = movmad(___,`

specifies
additional parameters for the moving MAD using one or more name-value
pair arguments. For example, if `Name,Value`

)`x`

is a vector of
time values, then `movmad(A,k,'SamplePoints',x)`

computes
the moving MAD of `A`

relative to the times in `x`

.