JWileymisc (version 1.4.1)

winsorizor: Winsorize at specified percentiles

Description

Simple function winsorizes data at the specified percentile.

Usage

winsorizor(d, percentile, values, na.rm = TRUE)

Value

winsorized data. Attributes are included to list the exact values (for each variable, if a data frame or matrix) used to winsorize at the lower and upper ends.

Arguments

d

A vector, matrix, data frame, or data table to be winsorized

percentile

The percentile bounded by [0, 1] to winsorize data at. If a data frame or matrix is provided for the data, this should have the same length as the number of columns, or it will be repeated for all.

values

If values are specified, use these instead of calculating by percentiles. Should be a data frame with columns named “low”, and “high”. If a data frame or matrix is provided for the data, there should be as many rows for values to winsorize at as there are columns in the data.

na.rm

A logical whether to remove NAs.

Examples

dev.new(width = 10, height = 5)
par(mfrow = c(1, 2))
hist(as.vector(eurodist), main = "Eurodist")
hist(winsorizor(as.vector(eurodist), .05), main = "Eurodist with lower and upper\n5% winsorized")

library(data.table)
dat <- data.table(x = 1:5)
dat[, y := scale(1:5)]
winsorizor(dat$y, .01)

## make a copy of the data table
winsorizor(dat, .01)

winsorizor(mtcars, .01)

winsorizor(matrix(1:9, 3), .01)

rm(dat) # clean up