tm.m

function [trimmedMean,g] = tm(x,pr)

% function [trimmedMean,g]=tm(x,pr)
%
% Returns the trimmed mean of x as trimmedMean.
% returns number of winsorized observations at each tail of sample as g
% x must be a vector
% pr ranges between 0 and 100 - default = 20
% The trimmed mean is calculated from x after dropping the lower and upper g values from
% x, where g=floor(pr*length(x)). If x is empty, then NaN is
% returned.
%
% See Wilcox (2005), Introduction to Robust Estimation and Hypothesis
% Testing (2nd Edition), Chapter 3, for a description of trimmed means.
%
% Original code provided by Prof. Patrick J. Bennett, McMaster University

% The output size for [] is a special case, handle it here.
if isequal(x,[]), trimmedMean = NaN; return; end;

if nargin < 2
    pr = 20;
end

% make sure that x is a vector
sz = size(x);
if sz > 2 | min(sz) > 1    
  error('tm requires x to be a vector, not a matrix.');
end

n = length(x);
xsort=sort(x);
g=floor((pr/100)*n);
tx=xsort((g+1):(n-g));
trimmedMean=mean(tx);