wind(3f) - [M_datapac:STATISTICS] compute the sample Windsorized mean of a vector of observations
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SUBROUTINE WIND(X,N,P1,P2,Iwrite,Xwind)
WIND(3f) computes the sample windsorized mean of the data in the input vector X.
The windsorizing is such that the lower 100*p1 % of the data is replaced by the smallest non-windsorized value, and the upper 100*p2 % of the data is windsorized. replaced by the largest non-windsorized value.
X description of parameter Y description of parameter
Sample program:
program demo_wind use M_datapac, only : wind implicit none ! call wind(x,y) end program demo_windResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o David, Order Statistics, 1970, pages 126-130, 136. o Crow and Siddiqui, Robust Estimation of Location, Journal of the American Statistical Association, 1967, pages 357, 387. o Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (Unpublished PH.D. Dissertation, Princeton University, 1969).
Nemo Release 3.1 | wind (3) | February 23, 2025 |