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Winsorize data

version 1.0 (1.36 KB) by

(using PRCTILE)



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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.

Comments and Ratings (5)

This is great. Thanks for sharing!

Roxana Iosif

Thanks a lot, works very well!

Roxana Iosif


Xing (view profile)

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

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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MATLAB 7.0.1 (R14SP1)

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