out_winsorise: Winsorize

In kvasilopoulos/transx: Transform Univariate Time Series

Description

Replace extremely values that are defined by min and max.

Usage

out_winsorise(x, min = quantile(x, 0.05), max = quantile(x, 0.95))

out_winsorize(x, min = quantile(x, 0.05), max = quantile(x, 0.95))

Arguments

x	[univariate vector] Univariate vector, numeric or ts object with only one dimension.
min	[numeric(1): quantile(x, 0.05)] The lower bound, all values lower than this will be replaced by this value.
max	[numeric(1): quantile(x, 0.95)] The upper bound, all values above than this will be replaced by this value.

Value

Returns a vector with the same class and attributes as the input vector.

See Also

Winsorize

Examples

x <- c(1, 3, -1, 5, 10, 100)
out_winsorise(x)

kvasilopoulos/transx documentation built on Jan. 26, 2021, 6:14 p.m.