Shrink observations that are flagged as outliers in a Pareto model for the
upper tail of the distribution to the theoretical quantile used for outlier
detection.
Usage
shrinkOut(x, ...)
## S3 method for class 'paretoTail'
shrinkOut(x, ...)
Arguments
x
an object of class "paretoTail" (see
paretoTail).
...
additional arguments to be passed down (currently ignored as
there are no additional arguments in the only method implemented).
Value
A numeric vector consisting mostly of the original values, but with
outlying observations in the upper tail shrunken to the corresponding
theoretical quantile of the fitted Pareto distribution.
Author(s)
Andreas Alfons
References
A. Alfons and M. Templ (2013) Estimation of Social Exclusion Indicators
from Complex Surveys: The R Package laeken. Journal of
Statistical Software, 54(15), 1–25. URL
http://www.jstatsoft.org/v54/i15/
See Also
paretoTail, reweightOut,
replaceOut, replaceTail
Examples
data(eusilc)
## gini coefficient without Pareto tail modeling
gini("eqIncome", weights = "rb050", data = eusilc)
## gini coefficient with Pareto tail modeling
# estimate threshold
ts <- paretoScale(eusilc$eqIncome, w = eusilc$db090,
groups = eusilc$db030)
# estimate shape parameter
fit <- paretoTail(eusilc$eqIncome, k = ts$k,
w = eusilc$db090, groups = eusilc$db030)
# shrink outliers
eqIncome <- shrinkOut(fit)
gini(eqIncome, weights = eusilc$rb050)