scripts/builtin/winsorizeApply.dml

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# winsorizeApply takes the upper and lower quantile values per column, and
# remove outliers by replacing them with these upper and lower bound values.
#
# INPUT:
# --------------------------------------------------
# X       Input feature matrix
# qLower  row vector of upper bounds per column
# qUpper  row vector of lower bounds per column 
# --------------------------------------------------
#
# OUTPUT:
# ------------------------------------------------
# Y     Matrix without outlier values
# ------------------------------------------------


m_winsorizeApply = function(Matrix[Double] X,  Matrix[Double] qLower, Matrix[Double] qUpper)
  return (Matrix[Double] Y)
{
  # replace values outside [ql,qu] w/ ql and qu respectively
  Y = min(max(X, qLower), qUpper);
}