winsorize: Winsorize a vector.

In farr: Data and Code for Financial Accounting Research

Winsorize a vector.

Description

Winsorize a vector at prob and 1 - prob.

Usage

winsorize(x, prob = 0.01, p_low = prob, p_high = 1 - prob)

Arguments

x	A vector to be winsorized
prob	Level (two-sided) for winsorization (e.g., 0.01 gives 1% and 99%)
p_low	Optional lower level for winsorization (e.g., 0.01 gives 1%)
p_high	Optional upper level for winsorization (e.g., 0.99 gives 99%)

Value

vector

Examples

winsorized <- winsorize(1:100, prob = 0.05)
min(winsorized, na.rm = TRUE)
max(winsorized, na.rm = TRUE)

farr documentation built on Feb. 16, 2023, 8:11 p.m.