winsorize.matrix | R Documentation |
Sets the ncol(mat)*trim top outliers in each row to the next lowest value same for the lowest outliers
winsorize.matrix(mat, trim)
mat |
matrix |
trim |
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 |
Winsorized matrix
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
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