C Library Functions  - wind (3)

NAME

wind(3f) - [M_datapac:STATISTICS] compute the sample Winsorized mean of a vector of observations

CONTENTS

Synopsis
Description
Options
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE WIND(X,N,P1,P2,Iwrite,Xwind)

DESCRIPTION

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.

OPTIONS

X description of parameter
Y description of parameter

EXAMPLES

Sample program:

   program demo_wind
   use M_datapac, only : wind
   implicit none
   ! call wind(x,y)
   end program demo_wind

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

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o Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (Unpublished PH.D. Dissertation, Princeton University, 1969).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) July 22, 2023
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