Treat.numeric {COINr}

Treat a numeric vector for outliers

Description

Operates a two-stage data treatment process, based on two data treatment functions, and a pass/fail function which detects outliers. This function is set up to allow any functions to be passed as the data treatment functions (f1 and f2), as well as any function to be passed as the outlier detection function f_pass.

Usage

## S3 method for class 'numeric'
Treat(
  x,
  f1,
  f1_para = NULL,
  f2 = NULL,
  f2_para = NULL,
  f_pass,
  f_pass_para = NULL,
  combine_treat = FALSE,
  ...
)

Arguments

x

A numeric vector.

f1

First stage data treatment function e.g. as a string.

f1_para

First stage data treatment function parameters as a named list.

f2

First stage data treatment function as a string.

f2_para

First stage data treatment function parameters as a named list.

f_pass

A string specifying an outlier detection function - see details. Default "check_SkewKurt"

f_pass_para

Any further arguments to pass to f_pass(), as a named list.

combine_treat

By default, if f1 fails to pass f_pass, then f2 is applied to the original x, rather than the treated output of f1. If combine_treat = TRUE, f2 will instead be applied to the output of f1, so the two treatments will be combined.

...

arguments passed to or from other methods.

Details

The arrangement of this function is inspired by a fairly standard data treatment process applied to indicators, which consists of checking skew and kurtosis, then if the criteria are not met, applying Winsorisation up to a specified limit. Then if Winsorisation still does not bring skew and kurtosis within limits, applying a nonlinear transformation such as log or Box-Cox.

This function generalises this process by using the following general steps:

1. Check if variable passes or fails using f_pass

2. If f_pass returns FALSE, apply f1, else return x unmodified

3. Check again using *f_pass

4. If f_pass still returns FALSE, apply f2 (by default to the original x, see combine_treat parameter)

5. Return the modified x as well as other information.

For the "typical" case described above f1 is a Winsorisation function, f2 is a nonlinear transformation and f_pass is a skew and kurtosis check. Parameters can be passed to each of these three functions in a named list, for example to specify a maximum number of points to Winsorise, or Box-Cox parameters, or anything else. The constraints are that:

• All of f1, f2 and f_pass must follow the format ⁠function(x, f_para)⁠, where x is a numerical vector, and f_para is a list of other function parameters to be passed to the function, which is specified by f1_para for f1 and similarly for the other functions. If the function has no parameters other than x, then f_para can be omitted.

• f1 and f2 should return either a list with .$x as the modified numerical vector, and any other information to be attached to the list, OR, simply x as the only output.

• f_pass must return a logical value, where TRUE indicates that the x passes the criteria (and therefore doesn't need any (more) treatment), and FALSE means that it fails to meet the criteria.

See also vignette("treat").

Value

A treated vector of data.

Examples

# numbers between 1 and 10
x <- 1:10

# two outliers
x <- c(x, 30, 100)

# check whether passes skew/kurt test
check_SkewKurt(x)

# treat using winsorisation
l_treat <- Treat(x, f1 = "winsorise", f1_para = list(winmax = 2),
                 f_pass = "check_SkewKurt")

# plot original against treated
plot(x, l_treat$x)