winsorise {COINr} | R Documentation |
Follows a "standard" Winsorisation approach: points are successively Winsorised in order to bring skew and kurtosis thresholds within specified limits. Specifically, aims to bring absolute skew to below a threshold (default 2.25) and kurtosis below another threshold (default 3.5).
winsorise(
x,
na.rm = FALSE,
winmax = 5,
skew_thresh = 2,
kurt_thresh = 3.5,
force_win = FALSE
)
x |
A numeric vector. |
na.rm |
Set |
winmax |
Maximum number of points to Winsorise. Default 5. Set |
skew_thresh |
A threshold for absolute skewness (positive). Default 2.25. |
kurt_thresh |
A threshold for kurtosis. Default 3.5. |
force_win |
Logical: if |
Winsorisation here is defined as reassigning the point with the highest/lowest value with the value of the
next highest/lowest point. Whether to Winsorise at the high or low end of the scale is decided by the direction
of the skewness of x
.
This function replaces the now-defunct coin_win()
from COINr < v1.0.
A list containing winsorised data, number of winsorised points, and the individual points that were treated.
# numbers between 1 and 10
x <- 1:10
# two outliers
x <- c(x, 30, 100)
# winsorise
l_win <- winsorise(x, skew_thresh = 2, kurt_thresh = 3.5)
# see treated vector, number of winsorised points and details
l_win