tlpipe.utils.robust_stats.winsorize

tlpipe.utils.robust_stats.winsorize(a, limits=None, inclusive=(True, True), inplace=False, axis=None)[source]

Returns a Winsorized version of the input array.

The (limits[0])th lowest values are set to the (limits[0])th percentile, and the (limits[1])th highest values are set to the (limits[1])th percentile. Masked values are skipped.

Parameters:
  • a (sequence) – Input array.
  • limits ({None, tuple of float}, optional) – Tuple of the percentages to cut on each side of the array, with respect to the number of unmasked data, as floats between 0. and 1. Noting n the number of unmasked data before trimming, the (n*limits[0])th smallest data and the (n*limits[1])th largest data are masked, and the total number of unmasked data after trimming is n*(1.-sum(limits)) The value of one limit can be set to None to indicate an open interval.
  • inclusive ({(True, True) tuple}, optional) – Tuple indicating whether the number of data being masked on each side should be rounded (True) or truncated (False).
  • inplace ({False, True}, optional) – Whether to winsorize in place (True) or to use a copy (False)
  • axis ({None, int}, optional) – Axis along which to trim. If None, the whole array is trimmed, but its shape is maintained.