winsorize: Winsorize Data
In PCRA: Companion to Portfolio Construction and Risk Analysis
winsorize R Documentation
Winsorize Data
Description
This function Winsorizes a fraction gamma of a numeric data
set.
Usage
winsorize(x, fraction = 0.1)
Arguments
x
A numeric data set
fraction
A fraction greater than 0 and less than 0.5
Details
The Winsorized data is obtained by by setting the gamma smallest
data values equal to the next smallest value, and setting the gamma largest
data values equal to the next largest data value.
Value
The Winsorized numeric data
Examples
x <- rt(10,8)
winsorize(x,0.2)
PCRA documentation built on Aug. 30, 2023, 9:09 a.m.
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| winsorize | R Documentation |
Winsorize Data
Description
This function Winsorizes a fraction gamma of a numeric data set.
Usage
winsorize(x, fraction = 0.1)
Arguments
x |
A numeric data set |
fraction |
A fraction greater than 0 and less than 0.5 |
Details
The Winsorized data is obtained by by setting the gamma smallest data values equal to the next smallest value, and setting the gamma largest data values equal to the next largest data value.
Value
The Winsorized numeric data
Examples
x <- rt(10,8)
winsorize(x,0.2)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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