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updated 5 years ago

Correlation Percentiles by Francesco Pozzi

CORRPERC estimates percentiles & standard deviations of a correlation matrix, performing a bootstrap (correlation, percentiles, standard deviation)

corrperc(Y, perc, n_iters, matrix3D)

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updated 7 years ago

Winsorize data by Dimitri Shvorob

(using PRCTILE) (statistics, probability, winsorize)

winsor(x,p)

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