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rvectorizationclipclamp

Clip values between a minimum and maximum allowed value in R


In Mathematica there is the command Clip[x, {min, max}] which gives x for min<=x<=max, min for x<min and and max for x>max, see

http://reference.wolfram.com/mathematica/ref/Clip.html (mirror)

What would be the fastest way to achieve this in R? Ideally it should be a function that is listable, and should ideally work on either a single value, vector, matrix or dataframe...


Solution

  • Rcpp has clamp for this:

    cppFunction('NumericVector rcpp_clip( NumericVector x, double a, double b){
        return clamp( a, x, b ) ;
    }')
    

    Here is a quick benchmark showing how it performs against other methods discussed :

    pmin_pmax_clip <- function(x, a, b) pmax(a, pmin(x, b) )
    ifelse_clip <- function(x, a, b) {
      ifelse(x <= a,  a, ifelse(x >= b, b, x))
    }
    operations_clip <- function(x, a, b) {
      a + (x-a > 0)*(x-a) - (x-b > 0)*(x-b)
    }
    x <- rnorm( 10000 )
    require(microbenchmark)
    
    microbenchmark( 
      pmin_pmax_clip( x, -2, 2 ), 
      rcpp_clip( x, -2, 2 ), 
      ifelse_clip( x, -2, 2 ), 
      operations_clip( x, -2, 2 )
    )
    # Unit: microseconds
    #                        expr      min        lq   median        uq       max
    # 1     ifelse_clip(x, -2, 2) 2809.211 3812.7350 3911.461 4481.0790 43244.543
    # 2 operations_clip(x, -2, 2)  228.282  248.2500  266.605 1120.8855 40703.937
    # 3  pmin_pmax_clip(x, -2, 2)  260.630  284.0985  308.426  336.9280  1353.721
    # 4       rcpp_clip(x, -2, 2)   65.413   70.7120   84.568   92.2875  1097.039