Stats.WinsorizedMean Method

public static double WinsorizedMean(
	Vector<double> values,
	double percent
)

Public Shared Function WinsorizedMean ( 
	values As Vector(Of Double),
	percent As Double
) As Double

public:
static double WinsorizedMean(
	Vector<double>^ values, 
	double percent
)

static member WinsorizedMean : 
        values : Vector<float> * 
        percent : float -> float 

Parameters

values  Vector<Double>

A Vector<T> of Double.

percent  Double

The percentage of extreme values to restrict before evaluating the mean.

Return Value

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.

Reference