winsorize.matrix {pagoda2}

Sets the ncol(mat)*trim top outliers in each row to the next lowest value same for the lowest outliers

Description

Sets the ncol(mat)*trim top outliers in each row to the next lowest value same for the lowest outliers

Usage

winsorize.matrix(mat, trim)

Arguments

mat

Numeric matrix

trim

numeric Fraction of outliers (on each side) that should be Winsorized, or (if the value is >= 1) the number of outliers to be trimmed on each side

Value

Winsorized matrix

Examples

set.seed(0)
mat <- matrix( c(rnorm(5*10,mean=0,sd=1), rnorm(5*10,mean=5,sd=1)), 10, 10)  # random matrix
mat[1,1] <- 1000  # make outlier
range(mat)  # look at range of values
win.mat <- winsorize.matrix(mat, 0.1)
range(win.mat)  # note outliers removed