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Module « scipy.stats.mstats »

Fonction winsorize - module scipy.stats.mstats

Signature de la fonction winsorize

def winsorize(a, limits=None, inclusive=(True, True), inplace=False, axis=None, nan_policy='propagate') 

Description

help(scipy.stats.mstats.winsorize)

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 (1 - 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 truncated (True) or rounded (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.
nan_policy : {'propagate', 'raise', 'omit'}, optional
    Defines how to handle when input contains nan.
    The following options are available (default is 'propagate'):

      * 'propagate': allows nan values and may overwrite or propagate them
      * 'raise': throws an error
      * 'omit': performs the calculations ignoring nan values

Notes
-----
This function is applied to reduce the effect of possibly spurious outliers
by limiting the extreme values.

Examples
--------
>>> import numpy as np
>>> from scipy.stats.mstats import winsorize

A shuffled array contains integers from 1 to 10.

>>> a = np.array([10, 4, 9, 8, 5, 3, 7, 2, 1, 6])

The 10% of the lowest value (i.e., ``1``) and the 20% of the highest
values (i.e., ``9`` and ``10``) are replaced.

>>> winsorize(a, limits=[0.1, 0.2])
masked_array(data=[8, 4, 8, 8, 5, 3, 7, 2, 2, 6],
             mask=False,
       fill_value=999999)

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