scipy.stats.mstats.winsorize

scipy.stats.mstats.winsorize(a, limits=None, inclusive=(True, True), inplace=False, axis=None)

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.