| #------------------------------------------------------------- |
| # |
| # Licensed to the Apache Software Foundation (ASF) under one |
| # or more contributor license agreements. See the NOTICE file |
| # distributed with this work for additional information |
| # regarding copyright ownership. The ASF licenses this file |
| # to you under the Apache License, Version 2.0 (the |
| # "License"); you may not use this file except in compliance |
| # with the License. You may obtain a copy of the License at |
| # |
| # http://www.apache.org/licenses/LICENSE-2.0 |
| # |
| # Unless required by applicable law or agreed to in writing, |
| # software distributed under the License is distributed on an |
| # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| # KIND, either express or implied. See the License for the |
| # specific language governing permissions and limitations |
| # under the License. |
| # |
| #------------------------------------------------------------- |
| |
| m_winsorize = function(Matrix[Double] X, Boolean verbose) return (Matrix[Double] Y) { |
| Y = matrix(0, nrow(X), ncol(X)) |
| parfor(i in 1:ncol(X)) |
| Y[,i] = fixOutliersWinsorize(X[,i]) |
| } |
| |
| fixOutliersWinsorize = function(Matrix[Double] X) return (Matrix[Double] Y) |
| { |
| # compute quantiles for lower and upper probs |
| q = quantile(X, matrix("0.05 0.95", rows=2, cols=1)); |
| ql = as.scalar(q[1,1]); |
| qu = as.scalar(q[2,1]); |
| # replace values outside [ql,qu] w/ ql and qu respectively |
| Y = ifelse(X < ql, ql, X); |
| Y = ifelse(Y > qu, qu, Y); |
| } |