WIND SUBROUTINE WIND(X,N,P1,P2,IWRITE,XWIND) PURPOSE--This subroutine computes the sample windsorized mean of the data in the input vector X. The windsorizing is such that the lower 100*P1 % of the data is replaced by the smallest non-windsorized value, and the upper 100*P2 % of the data is windsorized. Replaced by the largest non-windsorized value. INPUT ARGUMENTS--X = The single precision vector of (unsorted or sorted) observations. --N = The integer number of observations in the vector X. --P1 = The single precision value (between 0.0 and 1.0) which defines what fraction of the lower order statistics is to be windsorized before computing the windsorized mean. --P2 = The single precision value (between 0.0 and 1.0) which defines what fraction of the upper order statistics is to be windsorized before computing the windsorized mean. --IWRITE = An integer flag code which (if set to 0) will suppress the printing of the sample windsorized mean as it is computed; or (if set to some integer value not equal to 0, like, say, 1) will cause the printing of the sample windsorized mean at the time it is Acomputed. OUTPUT ARGUMENTS--XWIND = The single precision value of the computed samplw windsorized mean where 100*P1 % of the smallest and 100*P2 % of the largest ordered observations have been windsorized before computing the mean. OUTPUT--The computed single precision value of the sample windsorized mean where 100*P1 % of the smallest and 100*P2 % of the largest ordered observations have been windsorized. PRINTING--None, unless IWRITE has been set to a non-zero integer, or unless an input argument error condition exists. RESTRICTIONS--The maximum allowable value of N for this subroutine is 15000. --P1 should be non-negative. --P1 should be smaller than 1.0 --P2 should be non-negative. --P2 should be smaller than 1.0 --The sum of P1 and P2 should be smaller than 1.0. OTHER DATAPAC SUBROUTINES NEEDED--SORT. FORTRAN LIBRARY SUBROUTINES NEEDED--None. MODE OF INTERNAL OPERATIONS--Single precision. LANGUAGE--ANSI FORTRAN. REFERENCES--David, Order Statistics, 1970, Pages 126-130, 136. --Crow and Siddiqui, 'Robust Estimation of Location', Journal of the American Statistical Association, 1967, Pages 357, 387. --Filliben, Simple and Robust Linear Estimation of the Location Parameter of a Symmetric Distribution (unpublished PH.D. Dissertation, Princeton University, 1969). WRITTEN BY--James J. Filliben Statistical Engineering Laboratory (205.03) National Bureau of Standards Gaithersburg, MD 20899 Phone-- 301-921-2315 ORIGINAL VERSION--November 1975. UPDATED --February 1976.