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i've searched around looking for median function and can not find it
anywhere. has anyone programmed this? it would require sorting. for
example, i put in a daily volatility series and then pass to the
median function with a percentage figure, like 50 for middle or 10 for
top decile cuttoff,etc. it returns a data series. this is not the
same as moving average, although it may be close. the effect of
outliers is reduced substantially with median calc.
/jeff
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