Augment Function Winsorize Truncate

Takes a numeric vector and will return a tibble with the winsorized values.

Usage

hai_winsorized_truncate_augment(.data, .value, .fraction, .names = "auto")

Arguments

.data

The data being passed that will be augmented by the function.

.value

This is passed rlang::enquo() to capture the vectors you want to augment.

.fraction

A positive fractional between 0 and 0.5 that is passed to the stats::quantile paramater of probs.

.names

The default is "auto"

Value

An augmented tibble

Details

Takes a numeric vector and will return a winsorized vector of values that have been truncated if they are less than or greater than some defined fraction of a quantile. The intent of winsorization is to limit the effect of extreme values.

See also

https://en.wikipedia.org/wiki/Winsorizing

Other Augment Function: hai_fourier_augment(), hai_fourier_discrete_augment(), hai_hyperbolic_augment(), hai_polynomial_augment(), hai_scale_zero_one_augment(), hai_scale_zscore_augment(), hai_winsorized_move_augment()

Author

Steven P. Sanderson II, MPH

Examples

suppressPackageStartupMessages(library(dplyr))

len_out <- 24
by_unit <- "month"
start_date <- as.Date("2021-01-01")

data_tbl <- tibble(
  date_col = seq.Date(from = start_date, length.out = len_out, by = by_unit),
  a = rnorm(len_out),
  b = runif(len_out)
)

hai_winsorized_truncate_augment(data_tbl, a, .fraction = 0.05)
#> # A tibble: 24 × 4
#>    date_col         a      b winsor_trunc_a
#>    <date>       <dbl>  <dbl>          <dbl>
#>  1 2021-01-01  0.217  0.512          0.217 
#>  2 2021-02-01  1.19   0.538          1.19  
#>  3 2021-03-01  0.182  0.781          0.182 
#>  4 2021-04-01 -1.41   0.0962        -1.41  
#>  5 2021-05-01 -1.08   0.408         -1.08  
#>  6 2021-06-01  1.39   0.120          1.32  
#>  7 2021-07-01 -0.0421 0.530         -0.0421
#>  8 2021-08-01  1.18   0.367          1.18  
#>  9 2021-09-01  0.696  0.168          0.696 
#> 10 2021-10-01  0.115  0.630          0.115 
#> # ℹ 14 more rows