Winsorising - Printable Version +- HP Forums (https://www.hpmuseum.org/forum) +-- Forum: HP Software Libraries (/forum-10.html) +--- Forum: HP Prime Software Library (/forum-15.html) +--- Thread: Winsorising (/thread-5461.html) Winsorising - salvomic - 01-04-2016 08:24 PM hi, a program to make the winsorising of a data set for statistical purpose. See here in Wikipedia: «Winsorising or Winsorisation is the transformation of statistics by limiting extreme values in the statistical data to reduce the effect of possibly spurious outliers. It is named after the engineer-turned-biostatistician Charles P. Winsor (1895–1951)...» Values must be already in Statistic 1var (D1 matrix). The program put the resulting items in D2. Enjoy! Salvo Micciché Code: ``` EXPORT winsorising(p) // Data in Statistic 1var; p -> i.e. 90 = 90%, from 5th to 95th percentile) BEGIN LOCAL q1, q2, j; q1 := quantile(D1, (100-p)/100); q2 := quantile(D1, p/100); D2 := D1; FOR j FROM 1 TO size(D1) DO     IF D1(j) < q1 THEN D2(j):= q1; END;     IF D1(j) > q2 THEN D2(j):= q2; END; END; RETURN D2; END;```