Based on all suggestions I did the following:
<hansl>
open greene13_1.gdt
list list_mv = F_GM F_CH F_GE F_WE F_US
matrix matrix_mv = {}
loop foreach i list_mv
matrix_mv |= {$i}
endloop
quant_up = quantile(matrix_mv,0.95)
quant_down = quantile(matrix_mv,0.05)
</hansl>
Basically I created a list with all series and then use a loop to add each of
the series inside the list to the same column of a matrix. In the end, it is
easy to use the quantile() function
I believe this works well!
Cheers
F.R.Costa
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Jul 22, 2020, 11:58 by sveto...@gmx.net:
> 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
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