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Winsorize the upper tail to NA

Source: R/utils-panel.R
winsorize_upper.Rd

x is set to NA wherever it exceeds its own 99th percentile (Stata algorithm — see percentile_stata()); values at or below the 99th percentile, and missing values, are returned unchanged.

Usage

winsorize_upper(x, upper_prob = 0.99)

Arguments

x

A numeric vector.

upper_prob

Upper percentile threshold (default 0.99).

Value

A numeric vector the same length as x.