Winsorize a numeric vector

Description

Winsorize a numeric vector

Usage

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winsorize(x, probs = NULL, cutpoints = NULL, replace = c(cutpoints[1],
  cutpoints[2]), verbose = TRUE)

winsorise(x, probs = NULL, cutpoints = NULL, replace = c(cutpoints[1],
  cutpoints[2]), verbose = TRUE)

Arguments

x

A vector of values

probs

A vector of probabilities that can be used instead of cutpoints. Quantiles are computed as the inverse of the empirical distribution function (type = 1)

cutpoints

Cutpoints under and above which are defined outliers. Default is (median - five times interquartile range, median + five times interquartile range). Compared to bottom and top percentile, this takes into account the whole distribution of the vector.

replace

Values by which outliers are replaced. Default to cutpoints. A frequent alternative is NA.

verbose

Boolean. Should the percentage of replaced values printed?

Examples

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v <- c(1:4, 99)
winsorize(v)
winsorize(v, replace = NA)
winsorize(v, probs = c(0.01, 0.99))
winsorize(v, cutpoints = c(1, 50))