*! version 3.0.0  06/01/92  running median, copy-on.
program define nlsm_m /* # varname newvar */
	version 3.0
	local span `1'
	confirm integer number `span'
	if `span'<1 { exit 198 } 
	local v "`2'"
	local generat "`3'"
	if "`generat'"=="" { exit 198 } 
	local type : type `v'
	tempvar res time
	quietly {
		gen long `time'=_n
		gen `type' `res'=`v'		/* copy on */
		if `span'==1 {
			rename `res' `generat'
			exit
		}
		local h=int(`span'/2)
		if (`h'*2!=`span') {		/* odd */
			local s 3
			local j0 2
		}
		else {	
			local s 2
			local j0 1
			local h=`h'-1
		}
		local j1=_N-1
		while `j0'<=`h' {
			nlsm_mu `s' `v' `res' `time' `j0' `j0'
			nlsm_mu `s' `v' `res' `time' `j1' `j1'
			local j0=`j0'+1
			local j1=`j1'-1
			local s=`s'+2
		}
		nlsm_mu `span' `v' `res' `time' `j0' `j1'
	}
	rename `res' `generat'
end
exit

Shorter-span logic

      span=3   span=5   span=7       span=2   span=4   span=6
         h=1      h=2      h=3          h=1      h=2      h=3
---------------------------------------------------------------
 1.   ->1      ->1      ->1           1.5     1.5(*2)  1.5(*2)
 2.     2      2(*3)    2(*3)         2.5     2.5      2.5(*4)       
 3.     3      3        3(*5)         3.5     3.5      3.5
 4.     4      4        4             4.5     4.5      4.5
 5.
 6.     6      6        6             6.5     6.5      6.5
 7.     7      7        7(*5)         7.5     7.5      7.5(*4)
 8.     8      8(*3)    8(*3)         8.5     8.5(*2)  8.5(*2)
 9.   ->9      ->9      ->9           ->9     ->9      ->9

Thus, for odd:
	fill in j=2,..h and N-1 ...

For even, 
	fill in j=1,..h-1 and N_1 ...