#
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

winsorize <- function(x,p=0.2){
  n = length(x)
  if( n==0 ) return(x)
  g  = floor(p*n)
  xs = sort(x)
  xs[1:g]       = xs[g+1] # the first "g" elements get the smallest value not trimmed
  xs[(n-g+1):n] = xs[n-g] # the last "g" elements get the largest value not trimmed
  return(xs)
}