Thanks to Michael for giving a nice solution to Karl's question .
This identified a bug in the psych package winsor function which has
now been fixed in version 1.0.63. (The current development version).
Although my winsor.means function in 1.0..62 (and ealier) worked
correctly, my winsor function when applied to matrices or data.frames
gave an incorrect result.
Bill
At 1:24 PM -0800 1/16/09, Michael Conklin wrote:
Don't sort y. Calculate xbot and xtop using
xtemp<-quantile(y,c(tr,1-tr),na.rm=na.rm)
xbot<-xtemp[1]
xtop<-xtemp[2]
-----Original Message-----
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of Karl Healey
Sent: Friday, January 16, 2009 2:51 PM
To: r-help@r-project.org
Subject: [R] Winsorizing Multiple Variables
Hi All,
I want to take a matrix (or data frame) and winsorize each variable.
So I can, for example, correlate the winsorized variables.
The code below will winsorize a single vector, but when applied to
several vectors, each ends up sorted independently in ascending order
so that a given observation is no longer on the same row for each
vector.
So I need to winsorize the variable but then return it to its original
order. Or another solution that will take a data frame, wisorize each
variable, and return a new data frame with all the variables in the
original order.
Thanks for any help!
-Karl
#The function I'm working from
win<-function(x,tr=.2,na.rm=F){
if(na.rm)x<-x[!is.na(x)]
y<-sort(x)
n<-length(x)
ibot<-floor(tr*n)+1
itop<-length(x)-ibot+1
xbot<-y[ibot]
xtop<-y[itop]
y<-ifelse(y<=xbot,xbot,y)
y<-ifelse(y>=xtop,xtop,y)
win<-y
win
}
#Produces an example data frame, ss is the observation id, vars 1-5
are the variables I want to winzorise.
ss
=
c
(1
:
5
);var1
=
rnorm
(5
);var2
=
rnorm
(5
);var3
=rnorm(5);var4=rnorm(5);as.data.frame(cbind(ss,var1,var2,var3,var4))-
>data
data
#Winsorizes each variable, but sorts them independently so the
observations no longer line up.
sapply(data,win)
___________________________
M. Karl Healey
Ph.D. Student
Department of Psychology
University of Toronto
Sidney Smith Hall
100 St. George Street
Toronto, ON
M5S 3G3
k...@psych.utoronto.ca
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______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
William Revelle http://personality-project.org/revelle.html
Professor http://personality-project.org/personality.html
Department of Psychology http://www.wcas.northwestern.edu/psych/
Northwestern University http://www.northwestern.edu/
Attend ISSID/ARP:2009 http://issid.org/issid.2009/
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
