winsorize: Winsorize

In pchristi99/pcLib: Pete's utility functions

Description

"Windorize" the (numeric) input by truncating outliers

Usage

winsorize(x, mult = 3)

Arguments

x	a numeric matrix-like object
mult	multiplier

Details

Handle outliers in the columns of a numeric matrix by setting them equal to mult times the distribution median. Simple handling of data outliers. Less involved than iterative re-computation of sd & truncation.

Inspired by blog post here: https://www.r-bloggers.com/winsorization/.

Value

Numeric.

Examples

norm1 <- rnorm(100)
cauch1 <- rcauchy(100)
dat <- cbind(norm1, cauch1)

datw <- winsorize(dat)

pchristi99/pcLib documentation built on June 25, 2019, 2:23 p.m.