[Gretl-users] Determine the quantile value for a list of series

Hi all, I'm trying to determine the quantile value (as a scalar) for a list of series and I really don't know how to do it. Let's say I want p=0.7 on the following example: <hansl> open greene13_1.gdt list list_mv = F_GM F_CH F_GE F_WE F_US </hansl> Basically I have a list of 5 series with market values and I want to determine extreme values in order to proceed with winsorisation. But the quantile function seems not tailored for this. Any thoughts? Kind regards, F.R.Costa -- Securely sent with Tutanota. Get your own encrypted, ad-free mailbox: https://tutanota.com