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Statistics

  

Trim

  

trim data set

  

Winsorize

  

winsorize data set

 

Calling Sequence

Parameters

Description

Examples

Calling Sequence

Trim(X, l, u)

Winsorize(X, l, u)

Parameters

X

-

data sample

l

-

numeric; lower percentile

u

-

numeric; upper percentile

Description

• 

The Trim and Winsorize commands can be used to eliminate extreme points in a data set.

• 

The Trim command return all points from X between lth and uth percentiles.

• 

The Winsorize command is similar to Trim except that the extreme points in X are replaced with the values of the lth or the uth percentile (whichever is closer).

• 

The first parameter X is the data set, given as e.g. a Vector.

• 

The second parameter l is the lower percentile, the third parameter u is the upper percentile. Both l and u must be numeric constants between 0 and 100. A common choice for l and u is 5 and 95 respectively.

Examples

withStatistics:

AArrayseqi,i=1..10

A:=12345678910

(1)

TrimA,25,75

34567

(2)

WinsorizeA,25,75

3334567888

(3)

See Also

Statistics

Statistics[DataManipulation]

 


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