Python Data Analysis Cookbook

Winsorizing data

Winsorizing is another technique to deal with outliers and is named after Charles Winsor. In effect, Winsorization clips outliers to given percentiles in a symmetric fashion. For instance, we can clip to the 5th and 95th percentile. SciPy has a winsorize() function, which performs this procedure. The data for this recipe is the same as that for the Clipping and filtering outliers recipe.

How to do it...

Winsorize the data with the following procedure:

1. The imports are as follows:

   rom scipy.stats.mstats import winsorize
   import statsmodels.api as sm
   import seaborn as sns
   import matplotlib.pyplot as plt
   import dautil as dl
   from IPython.display import HTML

2. Load and winsorize the data for the effective temperature (limit is set to 15%): ...