Returns the Winsorized mean of the variable..
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public Function GetWinsorizedMean ( _ percent As Double _ ) As Double |
| C# |
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public double GetWinsorizedMean ( double percent ) |
| C++ |
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public: double GetWinsorizedMean ( double percent ) |
Parameters
- percent (System.Double)
- The percentage of extreme values to restrict before evaluating the mean.
Return Value
The Winsorized mean of the variable.
Remarks
The Winsorized mean is similar to the GetTrimmedMean(Double).
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.