A dataframe with winsorized columns or a winsorized vector.
Details
Winsorizing or winsorization is the transformation of statistics by limiting
extreme values in the statistical data to reduce the effect of possibly
spurious outliers. The distribution of many statistics can be heavily
influenced by outliers. A typical strategy is to set all outliers (values
beyond a certain threshold) to a specified percentile of the data; for
example, a 90\
to the 5th percentile, and data above the 95th percentile set to the 95th
percentile. Winsorized estimators are usually more robust to outliers than
their more standard forms.