Re: [R] remove extreme values or winsorize – loop - dataframe

On Tue, 3 Aug 2010 10:00:08 +1000 Glen Barnett glnbr...@gmail.com wrote: This might help some: RSiteSearch(winsorize) Or require(sos) findFn(winsorize) Liviu __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help

Re: [R] remove extreme values or winsorize – loop - dataframe

Thank you for your help but I don't understand how can I have a dataframe with the columns: firm, year, industry, X1 and X2. Could you help me (again)? Cecília Carmo Em Sat, 31 Jul 2010 22:10:38 -0400 jim holtman jholt...@gmail.com escreveu: This will split the data by industry year and

Re: [R] remove extreme values or winsorize – loop - dataframe

This is just following up with the example data you sent. This will create a list 'result' that will have the subset of data between the 10% 90%-tiles of the data: #My reproducible example: firm-sort(rep(1:1000,10),decreasing=F) year-rep(1998:2007,1000)

Re: [R] remove extreme values or winsorize – loop - dataframe

Thank you again, but I think I need to do some homework about the split function, because I'm not understanding it very well. Besides, I think I still have a problem. I also need X2 = X1 winsorized: X2 is equal to X1 between 10%-90%, and is equal to the 10% value when 10% and equal to the 90%

Re: [R] remove extreme values or winsorize – loop - dataframe

I had to look up winsorized; this should do it: #My reproducible example: firm-sort(rep(1:1000,10),decreasing=F) year-rep(1998:2007,1000) industry-rep(c(rep(1,10),rep(2,10),rep(3,10),rep(4,10),rep(5,10),rep(6,10),rep(7,10),rep(8,10),rep(9,10), + rep(10,10)),1000) X1-rnorm(1)

Re: [R] remove extreme values or winsorize – loop - dataframe

This might help some: RSiteSearch(winsorize) On Sun, Aug 1, 2010 at 11:39 AM, Cecilia Carmo cecilia.ca...@ua.pt wrote: Hi everyone! #I need a loop or a function that creates a X2 variable that is X1 without the extreme values (or X1 winsorized) by industry and year. #My reproducible

[R] remove extreme values or winsorize – loop - dataframe

Hi everyone! #I need a loop or a function that creates a X2 variable that is X1 without the extreme values (or X1 winsorized) by industry and year. #My reproducible example: firm-sort(rep(1:1000,10),decreasing=F) year-rep(1998:2007,1000)

Re: [R] remove extreme values or winsorize – loop - dataframe

This will split the data by industry year and then return the values that include the 80%-tile (=10% = 90%) # split the data by industry/year d.s - split(data, list(data$industry, data$year), drop=TRUE) result - lapply(d.s, function(.id){ # get 10/90% values .limit - quantile(.id$X1,