program define sm4253eh
version 2.1
* running-medians of span 4,2,5,3 and hanning
* compound smoother
* syntax  do sm4253eh
*         sm4253eh oldvar newvar
capture confirm existence %_2
if _rc~=0  {
   display "syntax sm4253eh oldvar newvar"
   exit }

* first, running-medians of span 4
qui {
   gen hvsum=%_1[_n-2]+%_1[_n-1]+%_1+%_1[_n+1]
   gen hvmax=max(%_1[_n-2],%_1[_n-1],%_1,%_1[_n+1])
   gen hvmin=min(%_1[_n-2],%_1[_n-1],%_1,%_1[_n+1])
   gen hvalue=(hvsum-hvmax-hvmin)/2
   gen %_2=cond(_n==1,%_1,(hvalue))
   replace %_2=(%_1[_n-1]+%_1)/2 if _n==2
   replace %_2=(%_1[_n-1]+%_1)/2 if _n==_N
   replace %_2=%_1[_N] if _n==_N+1
        drop hvsum hvmin hvmax hvalue

* running-medians of span 2
  gen tempo=%_2
  replace %_2=(tempo+tempo[_n+1])/2
  replace %_2=%_1 if _n==1 | _n==_N
  gen tempoa=%_2
        drop tempo

* running-medians of span 5 smoother
  gen tempo=%_2
  gen index=_n+1
  gen span=group(int(_N/5))
  gen index1=_n
  
  sort span tempo
  by span: gen median51=tempo[3]
  by span: gen ordmed=_n
  by span: replace %_2=median51 if _n==1
  
  sort index1
  replace tempo=tempo[index]
  sort span tempo
  by span: replace median51=tempo[3]
  sort span ordmed
  by span: replace %_2=median51 if _n==2

  sort index1
  replace tempo=tempo[index]
  sort span tempo
  by span: replace median51=tempo[3]
  sort span ordmed
  by span: replace %_2=median51 if _n==3

  sort index1
  replace tempo=tempo[index]
  sort span tempo
  by span: replace median51=tempo[3]
  sort span ordmed
  by span: replace %_2=median51 if _n==4

  sort index1
  replace tempo=tempo[index]
  sort span tempo
  by span: replace median51=tempo[3]
  sort span ordmed
  by span: replace %_2=median51 if _n==5
  
  drop index span ordmed median51


* recovering original values position
  gen index2=_n-1
  gen tempo2=%_2[index2]
  replace %_2=tempo2
  replace tempo2=%_2[index2]
  replace %_2=tempo2
  sort index1

* median of 3 on sequence extremes (on tempoa that is a copy of %_2 after 42)
  gen hvsum=tempoa[_n-1]+tempoa+tempoa[_n+1]
  gen hvmax=max(tempoa[_n-1],tempoa,tempoa[_n+1])
  gen hvmin=min(tempoa[_n-1],tempoa,tempoa[_n+1])
  gen hvalue=hvsum-hvmax-hvmin
  replace %_2=hvalue[2] if index2==1
  replace %_2=hvalue[_N-1] if index2==_N-2
  replace %_2=tempoa[1] if index2==0
  replace %_2=tempoa[_N] if index2==_N-1
  sort index2
  gen tempob=%_2
  drop tempoa hvsum hvmin hvmax hvalue

* running-medians of span 3 smoother
  gen hvsum=tempob[_n-1]+tempob+tempob[_n+1]
  gen hvmax=max(tempob[_n-1],tempob,tempob[_n+1])
  gen hvmin=min(tempob[_n-1],tempob,tempob[_n+1])
  gen hvalue=hvsum-hvmax-hvmin
  replace %_2=cond(_n==1|_n==_N,tempob,(hvalue))
  drop tempob hvsum hvmin hvmax hvalue

* endpoints adjusting
  gen yxtpol1=3*%_2[_n-2]-(2*%_2[_n-1])
  gen yxtpol2=3*%_2[_n-1]-(2*%_2[_n-2])
  gen lowyxtp=yxtpol1[4]
  gen hiyxtp=yxtpol2[_N]
  gen lowsum=lowyxtp+%_2[1]+%_2[2]
  gen lowmin=min(lowyxtp,%_2[1],%_2[2])
  gen lowmax=max(lowyxtp,%_2[1],%_2[2]) 
  gen lowend=lowsum-lowmin-lowmax
  gen hisum=hiyxtp+%_2[_N]+%_2[_N-1]
  gen himin=min(hiyxtp,%_2[_N],%_2[_N-1])
  gen himax=max(hiyxtp,%_2[_N],%_2[_N-1]) 
  gen hiend=hisum-himin-himax
  replace %_2=lowend if _n==1
  replace %_2=hiend if _n==_N
  drop yxtpol1 yxtpol2 lowyxtp hiyxtp lowsum lowmin lowmax lowend
  drop hisum himin himax hiend

* hanning
  gen tempoc=%_2
  replace %_2=cond(_n==1 |_n==_N,tempoc,((tempoc[_n-1]/4)+(tempoc/2)+(tempoc[_n+1]/4)))
  drop tempoc index1 index2 tempo tempo2 %_1
  label variable %_2 "4253eh resistant smooth"
  gen timendx=_n
}
end