Winsorize extreme values

Sets all values more than max_dev deviations from center to be max_dev deviations from center. Deviations defined as standard deviation (the default) or mean absolute deviation (if method = "mad"). Center defined as mean for method = "sd" and median for method = "mad", unless otherwise specified in center argument.

Usage

winsorize(
  x,
  max_dev = 3,
  method = c("sd", "mad"),
  mad.center = c("median", "mean")
)