Description Usage Arguments Value Author(s) References Examples
View source: R/auxiliary_functions.R
Function performs Winsor normalization of a supplied vector. Steps: 1. Calcualate top winsor value [(1+winsor_level)/2 quantile], and bottom winsor value ((1-winsor_level)/2 quantile) 2. Each value below bottom winsor value set to bottom winsor value; each value above top winsor value set to top winsor value 3. Transform linearly all the values to [0,1] range
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input_vector |
Vector with values to be Winsorized |
winsor_level |
Winsorization level. Bottom outliers will be set to (1-winsor_level)/2 quantile and top outliers to (1+winsor_level)/2 quantile. |
only_top |
If TRUE then bottom values are not Winsorized and the lowest is set to 0. |
Vector of numerics within <0,1>.
Lukasz Jan Kielpinski
Hastings, Cecil; Mosteller, Frederick; Tukey, John W.; Winsor, Charles P. Low Moments for Small Samples: A Comparative Study of Order Statistics. The Annals of Mathematical Statistics 18 (1947), no. 3, 413–426.
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