winsorize: Winsorize data

In ylwpaopao/cnquant: Quantitative Analysis Tools in Chinese Stock Market

Description

winsorize() winsorizes data to eliminate influence from outliers.

Usage

winsorize(x, method = "quantile", side = "both", fill = "bound")

Arguments

x	A numeric vector.
method	Default to "quantile". One of "quantile", "median", or "std". Or a numeric vector of length 2 specify lower and upper bounds.
side	Side to winsorize. Default to "both". "both", "right", or "left".
fill	Default "bound" to assign outliers to lower and (or) upper bounds, or "NA to assign outliers to be NA.

Value

A numeric vector.

Examples

winsorize(c(1:10, 100))

ylwpaopao/cnquant documentation built on Dec. 2, 2019, 10:39 p.m.