trim data set
winsorize data set
Trim(X, l, u)
Winsorize(X, l, u)
numeric; lower percentile
numeric; upper percentile
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.
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