rrscale (version 1.0)

winsor: Winsorizes the data

Description

Winsorizes the data

Usage

winsor(x, fraction = 0.01)

Arguments

x

the data.

fraction

the top and bottom quantiles to cap.

Examples

# NOT RUN {
Y <- rlnorm(10)%*%t(rlnorm(10))
Yw <- winsor(Y,1E-2)
# }