Winsorize data

(using PRCTILE)

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)

[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.

[Xing]

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

[Roxana Iosif]

 

[Roxana Iosif]

Thanks a lot, works very well!