win | R Documentation |
Winsorizes the proportion of ordered data given by lambda
from each tail.
win(x, lambda = 0.2)
x |
A vector of data. |
lambda |
A proportion from 0-1 giving the amount of data to be Winsorized in each tail of an ordered dataset. |
In Winsorization we we replace responses that are not in the central 1 - 2\lambda
part of an ordered sample with the minimum and maximum responses of the central part of the sample.
Returns Winsorized data.
Ken Aho
Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second Edition. Elsevier, Burlington, MA.
x<-c(2,1,4,5,6,2.4,7,2.2,.002,15,17,.001)
win(x)
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