pub fn winsorize(samples: &mut [f64], pct: f64)Expand description
Winsorize a set of samples, replacing values above the 100-pct percentile
and below the pct percentile with those percentiles themselves. This is a
way of minimizing the effect of outliers, at the cost of biasing the sample.
It differs from trimming in that it does not change the number of samples,
just changes the values of those that are outliers.
See: http://en.wikipedia.org/wiki/Winsorising