movquant

Moving Quantile calculation

The equivalent of medfilt1 (p=0.5) , movmax (p=1) and movmin (p=0), but for arbitrary quantiles p.

Interface and behavior are designed to conform to the functions mentioned above.

Works in arbitrarily many dimensions, with NaNs and two different padding modes.

Could be sped up by implementing things in C; I believe in Matlab there's not much left to gain. medfilt1 runs about 50-80x faster for p=0.5.

A few test cases are included for verification purposes; these require the Signal Processing toolbox to be present (but are irrelevant for using the file).