The below is an extract of a zoo object which I am trying to winsorize using winsor from psych package:
x <- structure(c(0.0400337546529555, -0.0320371743076633, 0.0106006766976862,
-0.011406282992093, -0.018676165248018, 0.0275956214868875, 0.00473575019758404,
0.0986083620222542, 0.00615420656427005, 0.00709069372334476), .Names = c("1984-01",
"1984-02", "1984-03", "1984-04", "1984-05", "1984-06", "1984-07",
"1984-08", "1984-09", "1984-10"), index = structure(c(5113, 5144,
5173, 5204, 5234, 5265, 5295, 5326, 5357, 5387), class = "Date"), class = c("zooreg",
"zoo"), frequency = 1)
I use:
winsor(x, trim=0.1)
I get the following:
function ()
.Last.value
<environment: namespace:gdata>
I tried the function with the following data which has the same class (i.e. zoo and zooreg):
a <- structure(c(1, 2, 3), .Dim = c(3L, 1L), .Dimnames = list(NULL,
"a"), index = structure(c(5113, 5144, 5173), class = "Date"), frequency = 1, class = c("zooreg",
"zoo"))
It worked fine with a but not sure why it returns the above for that specific type of data x.
x in winsor must be vector, matrix or data.frame. Does not support zoo objects. Convert/extract your data first, e.g.:
winsor(coredata(x), trim=0.1)
gives
> winsor(coredata(x), trim=0.1)
1984-01 1984-02 1984-03 1984-04 1984-05 1984-06
0.040033755 -0.020012266 0.010600677 -0.011406283 -0.018676165 0.027595621
1984-07 1984-08 1984-09 1984-10
0.004735750 0.045891215 0.006154207 0.007090694
Update
the x in OP question is missing dimenstion, adding
dim(x)=c(10,1)
makes it work:
> dim(x)=c(10,1)
> winsor(x)
X
1984-01-01 0.030083248
1984-02-01 -0.012860259
1984-03-01 0.010600677
1984-04-01 -0.011406283
1984-05-01 -0.012860259
1984-06-01 0.027595621
1984-07-01 0.004735750
1984-08-01 0.030083248
1984-09-01 0.006154207
1984-10-01 0.007090694