Winsorize matrix columns by capping the top-k values

Source: R/solvers.R

For each column, replaces values greater than the k-th largest entry with that threshold.

winsor_topk(M, k)

Arguments

M

A numeric matrix.

k

Integer; number of top elements to cap. Must be >= 1 and <= nrow(M).

Value

A numeric matrix of the same dimensions as M, winsorized per column.

Examples

set.seed(123)
M <- matrix(rnorm(20 * 5, mean = 0, sd = 2),
    nrow = 20,
    dimnames = list(paste0("Gene", 1:20), paste0("S", 1:5))
)

# Display column maxima before winsorization
apply(M, 2, max)
#>       S1       S2       S3       S4       S5 
#> 3.573826 2.507630 4.337912 4.100169 4.374666 

# Winsorize each column by capping top 3 values
M_winsor <- winsor_topk(M, k = 3)