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.
This is great. Thanks for sharing!
Thanks a lot, works very well!
Thank you! Very helpful.
If it can do winsorize by group that would be better!
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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