Trimmed Mean with Percentage Limit in Python?

Question

I am trying to calculate the trimmed mean, which excludes the outliers, of an array.

I found there is a module called scipy.stats.tmean, but it req

Answer 1

At least for scipy v0.14.0, there is a dedicated function for this (scipy.stats.trim_mean):

from scipy import stats
m = stats.trim_mean(X, 0.1) # Trim 10% at both ends

which used stats.trimboth inside.

From the source code it is possible to see that with proportiontocut=0.1 the mean will be calculated using 80% of the data. Note that the scipy.stats.trim_mean can not handle np.nan.