Compute a rolling median of x, after first aggregating by h
Right-aligned. Computes a single median for each unique value of h. Each median is over at least w samples.
rolling_median_by_h(x, h, w, name)
x |
Array. |
h |
Array of horizon for each value in x. |
w |
Integer window size (number of elements). |
name |
String name for metric in result dataframe. |
For each h where there are fewer than w samples, we take samples from the previous h,
Dataframe with columns horizon and name, the rolling median of x.
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