请问在DolphinDB中有类似python winsorize这样的函数吗

Question

winsorize的定义如https://zhidao.baidu.com/ques... 所述，请问在DolphinDB database中有类似的函数吗？或者有什么办法简单实现？

Answer 1

可自定义函数实现，代码如下：

def winsorize(x, downPercentile, upPercentile){
   uplimit = percentile(x, upPercentile)
   downlimit = percentile(x, downPercentile)
   return iif(x > uplimit, uplimit, iif(x < downlimit, downlimit, x))
}
x= rand(1.0, 1000000)
y = winsorize(x, 5, 95)