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Winsorize data

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22 Apr 2007 (Updated )

(using PRCTILE)

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Description

Function WINSOR inputs data vector x and 2*1 vector of cut-off percentiles p, and replaces non-NaN values of x that are below percentile p(1) with the smallest remaining value, and x-values above percentile p(2) with the largest remaining value. Percentiles are computed with PRCTILE of Statistics Toolbox.

Required Products Statistics Toolbox
MATLAB release MATLAB 7.0.1 (R14SP1)
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Comments and Ratings (4)
03 Jun 2011 Roxana Iosif

Thanks a lot, works very well!

03 Jun 2011 Roxana Iosif  
13 Jan 2009 Xing

Thank you! Very helpful.
If it can do winsorize by group that would be better!

23 Apr 2007 John D'Errico

A simple tool, but it has everything that any good code should. Good help, an example, an H1 line, complete error checks, it is vectorized, etc.

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