winsorize {farr}

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)