farr (version 0.2.39)

truncate: Truncate a vector.

Description

Truncate a vector at prob and 1 - prob. Extreme values are turned in NA values.

Usage

truncate(x, prob = 0.01, p_low = prob, p_high = 1 - prob)

Value

vector

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%)

Examples

trunced <- truncate(1:100, prob = 0.05)
min(trunced, na.rm = TRUE)
max(trunced, na.rm = TRUE)