capping: Outliers Cappying

In billyuanyao/WOECredit:

Description

Capping inputs by diferent level for numarical variables there are two types of capping, one is by quantile, the other is by standard deviation

Usage

capping(Data, keeplist = NULL, y, level = NULL, captype = "quant")

Arguments

Data	data frame with at least two columns
keeplist	Name of the Independent Variables keept for capping, if missing then for all Independent Variables
y	Name of the dependent variable
level	by the level of quantile/standard deviation to cap, would be any numerical value captype='quant', could be +-1 or +-5, defaut +-5 captype='std', could be +-3 or +-5, defaut +-3
captype	two captype, by quantile 'quant', or by standard deviation 'std'. captype='quant', means the capping low/high bound would be low/high quantile level captype='std', means the capping low/high bound would be low/high standard deviation level

Details

test: data is from the Titanic project https://www.kaggle.com/c/titanic/data traindata <- read.csv('train.csv',header=T,na.strings=c("")) Data <- subset(traindata,select=c(2,3,5,6,7,8,10,12)) capping(Data, y='Survived')

Author(s)

Yuan Yao

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (Data, keeplist = NULL, y, level = NULL, captype = "quant")
{
    if (is.null(keeplist)) {
        keeplist <- names(Data)[names(Data) != y]
    }
    if (is.null(level)) {
        if (captype == "quant") {
            level <- 5
        }
        if (captype == "std") {
            level <- 3
        }
    }
    if (captype == "quant") {
        varlist <- lapply(keeplist, function(x) {
            quantiles <- quantile(Data[, x], c(level/100, (100 -
                level)/100))
            Data[, x][Data[, x] < quantiles[1]] <- quantiles[1]
            Data[, x][Data[, x] > quantiles[2]] <- quantiles[2]
            Data[, x]
        })
    }
    if (captype == "std") {
        varlist <- lapply(keeplist, function(x) {
            stdbond <- c(mean(Data[, x]) - level * sd(Data[,
                x]), mean(Data[, x]) + level * sd(Data[, x]))
            Data[, x][Data[, x] < stdbond[1]] <- stdbond[1]
            Data[, x][Data[, x] > stdbond[2]] <- stdbond[2]
            Data[, x]
        })
    }
    return(varlist)
  }

billyuanyao/WOECredit documentation built on May 28, 2019, 7:11 p.m.