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

Am 22.07.2020 um 10:41 schrieb F.R.Costa: > Hi again, > > Thanks for all the replies so far. Allin's solution comes up with five > quantiles, one for each series, but what I would like to do is to have > just one quantile scalar for the whole five series. Each of the five > series has 20 observations. Thus, in total I have 100 observations. I > want to trim or winsorise at the 90 quantile for example, so to exclude > the top 5% and the bottom 5% observations, no matter whether they come > all from series 1, or one from each of the five series. > > What I need is to treat all the series as if just one, to then determine > the quantile value. > Well then use quantile(vec({mylist}, 0.9), and afterwards use that value in a loop to replace the extreme values, for example. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/