winsorize: Winsorize or trim variables

In OOS: Out-of-Sample Time Series Forecasting

Description

Winsorize or trim variables

Usage

winsorize(X, bounds, trim = FALSE)

Arguments

X	numeric: vector to be winsorized or trimmed
bounds	double: vector of winsorizing minimum and maximum bounds, c(min percentile, max percentile)
trim	boolean: if TRUE then replace outliers with NA instead of winsorizing bound

Value

numeric vector of winsorized or trimmed values

OOS documentation built on March 17, 2021, 5:08 p.m.