> 1) Is filter an effictient way for doing this ? I assume yes (optionally
> using an inplace version filter!() may be advantageous).

If you need speed you may need to look into FastAnonymous to define your
function.  If this is not a bottleneck, then don't bother.

> 2) It was surprising to me to see that "nobsTreshold" is visible to the
> anonymous function in play1() and also to g() in function play2(). I
> thought that in general function can see only its input parameters. Anyway,
> it is extremely useful that e.g. in line g(x) = size(x, 1) > nobsTreshold;
> g(x) sees nobsTreshold

Functions are a nested scope and can see the variables in their outer
scope(s).  Have a read through the scope section of the manual.

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