The RATS Software Forum

Are there RATS codes available to winsorize the data? If so, can anyone share the codes with me.
Thank you,
Monty Mansur

This would truncate values at the 5 and 95% values:

set x 1 1000 = %rant(5.0)
stats(fract) x
set xw 1 1000 = %if(x<%fract05,%fract05,%if(x>%fract95,%fract95,x))
print(smpl=x<>xw) / x xw

Thank you Tom for your prompt response. Appreciate it.
Monty