Thank you very much Breno.

2009/9/16 Breno Neri <breno.neri@nyu.edu>

> x <- x[ x>quantile(x, .05) & x<quantile(x, .95) ]
> Best,
> Breno
>
> Ph.D. Candidate
> Department of Economics, New York University
> 19 West 4th Street, 6th Floor
> New York, NY - 10012
> http://homepages.nyu.edu/~bpn207/ <http://homepages.nyu.edu/%7Ebpn207/>
> Skype: brenopinheironeri
>
>
>
> On Wed, Sep 16, 2009 at 12:24 PM, Geoffrey Smith <gps@asu.edu> wrote:
>
>> Hello, is there any kind of function that can winsorize a vector of
>> numeric
>> data?  I realize that the function mean(x, trim=...) will calculate
>> winsorized means, but I would like to winsorize the actual data.  That is,
>> I
>> would like to actually change the extreme values to the 95% and 5%
>> percentile values.  Thank you.
>>
>> --
>> Geoffrey Smith
>> Visiting Assistant Professor
>> Department of Finance
>> W. P. Carey School of Business
>> Arizona State University
>>
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>>
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>
>


-- 
Geoffrey Smith
Visiting Assistant Professor
Department of Finance
W. P. Carey School of Business
Arizona State University

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