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#' Winsorize data
#'
#' @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%` winsorization would see all data below the 5th percentile set
#' 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.
#'
#' @return
#'
#' A data frame with winsorized columns or a winsorized vector.
#'
#' @param data data frame or vector.
#' @param threshold The amount of winsorization, depends on the value of `method`:
#' - For `method = "percentile"`: the amount to winsorize from *each* tail.
#' - For `method = "zscore"`: the number of *SD*/*MAD*-deviations from the *mean*/*median* (see `robust`)
#' - For `method = "raw"`: a vector of length 2 with the lower and upper bound for winsorization.
#' @param verbose Toggle warnings.
#' @param method One of "percentile" (default), "zscore", or "raw".
#' @param robust Logical, if TRUE, winsorizing through the "zscore" method is
#' done via the median and the median absolute deviation (MAD); if FALSE, via
#' the mean and the standard deviation.
#' @param ... Currently not used.
#'
#' @examples
#' hist(iris$Sepal.Length, main = "Original data")
#'
#' hist(winsorize(iris$Sepal.Length, threshold = 0.2),
#' xlim = c(4, 8), main = "Percentile Winsorization"
#' )
#'
#' hist(winsorize(iris$Sepal.Length, threshold = 1.5, method = "zscore"),
#' xlim = c(4, 8), main = "Mean (+/- SD) Winsorization"
#' )
#'
#' hist(winsorize(iris$Sepal.Length, threshold = 1.5, method = "zscore", robust = TRUE),
#' xlim = c(4, 8), main = "Median (+/- MAD) Winsorization"
#' )
#'
#' hist(winsorize(iris$Sepal.Length, threshold = c(5, 7.5), method = "raw"),
#' xlim = c(4, 8), main = "Raw Thresholds"
#' )
#'
#' # Also works on a data frame:
#' winsorize(iris, threshold = 0.2)
#'
#' @inherit data_rename seealso
#' @export
winsorize <- function(data, ...) {
UseMethod("winsorize")
}
#' @export
winsorize.factor <- function(data, ...) {
data
}
#' @export
winsorize.character <- winsorize.factor
#' @export
winsorize.logical <- winsorize.factor
#' @export
winsorize.data.frame <- function(data,
threshold = 0.2,
method = "percentile",
robust = FALSE,
verbose = TRUE,
...) {
data[] <- lapply(
data,
winsorize,
threshold = threshold,
method = method,
robust = robust,
verbose = verbose
)
data
}
#' @rdname winsorize
#' @export
winsorize.numeric <- function(data,
threshold = 0.2,
method = "percentile",
robust = FALSE,
verbose = TRUE,
...) {
method <- match.arg(method, choices = c("percentile", "zscore", "raw"))
if (method == "raw") {
if (length(threshold) != 2L) {
if (isTRUE(verbose)) {
insight::format_warning(
"`threshold` must be of length 2 for lower and upper bound.",
"Did not winsorize data."
)
}
return(data)
}
}
if (method == "percentile") {
if (threshold < 0 || threshold > 0.5) {
if (isTRUE(verbose)) {
insight::format_warning(
"`threshold` for winsorization must be a scalar between 0 and 0.5.",
"Did not winsorize data."
)
}
return(data)
}
y <- sort(data)
n <- length(data)
ibot <- floor(threshold * n) + 1
itop <- length(data) - ibot + 1
threshold <- c(y[ibot], y[itop])
}
if (method == "zscore") {
if (threshold <= 0) {
if (isTRUE(verbose)) {
insight::format_warning(
"'threshold' for winsorization must be a scalar greater than 0. Did not winsorize data."
)
}
return(data)
}
if (isTRUE(robust)) {
centeral <- stats::median(data, na.rm = TRUE)
deviation <- stats::mad(data, center = centeral, na.rm = TRUE)
} else {
centeral <- mean(data, na.rm = TRUE)
deviation <- stats::sd(data, na.rm = TRUE)
}
threshold <- centeral + c(-1, 1) * deviation * threshold
}
data[data < threshold[1]] <- threshold[1]
data[data > threshold[2]] <- threshold[2]
return(data)
}
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