winsor: Find the Winsorized scores or means for a vector, matrix, or data.frame
Description
Among the robust estimates of central tendency are trimmed means and Winsorized means. This function finds the Winsorized mean. The top and bottom trim values are given values of the trimmed and 1- trimmed quantiles. Then means are found.
Usage
winsor(x, trim = 0.2, na.rm = TRUE)
winsor.means(x, trim = 0.2, na.rm = TRUE)
Arguments
x
A data vector, matrix or data frame
trim
Percentage of data to move from the top and bottom of the distributions
na.rm
Missing data are removed
Value
A scalar or vector of winsorized scores or winsorized means (depending upon the call).
Details
Among the many robust estimates of central tendency, some recommend the Winsorized mean. Rather than just dropping the top and bottom trim percent, these extreme values are replaced with values at the trim and 1- trim quantiles.
References
Wilcox, Rand R. (2005) Introduction to robust estimation and hypothesis testing. Elsevier/Academic Press. Amsterdam ; Boston.