Returns the Winsorized mean of the variable..
Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public static double WinsorizedMean(
Public Shared Function WinsorizedMean (
values As Vector(Of Double),
percent As Double
) As Double
static double WinsorizedMean(
static member WinsorizedMean :
values : Vector<float> *
percent : float -> float
- Type: Extreme.MathematicsVectorDouble
A VectorT of Double.
- Type: SystemDouble
The percentage of extreme values to restrict before evaluating the mean.
The Winsorized mean of the variable.
The Winsorized mean is similar to the trimmed mean.
However, instead of discarding the values outside the range, they are set to the highest or lowest value.
For example, the Winsorized mean at 5% is calculated by setting all values smaller than the 5th percentile equal to
the 5th percentile, and all values larger than the 95th percentile equal to the 95th percentile.
Supported in: 6.0