winsorize

This function Winsorizes a fraction gamma of a numeric data
set.

A collection of functions and data sets that support teaching
a quantitative finance MS level course on Portfolio Construction and Risk
Analysis, and the writing of a textbook for such a course.  The package is
unique in providing several real-world data sets that may be used for problem
assignments and student projects.  The data sets include cross-sections of
stock data from the Center for Research on Security Prices, LLC (CRSP),
corresponding factor exposures data from S&P Global, and several SP500 data
sets.

Doug Martin

PCRA

Companion to Portfolio Construction and Risk Analysis

Alexios Galanos

Kirk Li

Jon Spinney

Thomas Philips

winsorize function

<dl><dt>x</dt>
<dd>A numeric data set</dd>
<dt>fraction</dt>
<dd>A fraction greater than 0 and less than 0.5</dd></dl>

Arguments

Winsorize Data — winsorize

<dl>

<dt>x</dt>
<dd>A numeric data set</dd>


<dt>fraction</dt>
<dd>A fraction greater than 0 and less than 0.5</dd>

</dl>

winsorize: Winsorize Data

Description

Usage

Value

Arguments

Details

Examples