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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

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.

Updates

1.0

BSD

MATLAB Release
MATLAB 7.0.1 (R14SP1)

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