Clip values between a minimum and maximum allowed value in R
Rcpp
has clamp
for this:
cppFunction('NumericVector rcpp_clip( NumericVector x, double a, double b){
return clamp( a, x, b ) ;
}')
Here is a quick benchmark showing how it performs against other methods discussed :
pmin_pmax_clip <- function(x, a, b) pmax(a, pmin(x, b) )
ifelse_clip <- function(x, a, b) {
ifelse(x <= a, a, ifelse(x >= b, b, x))
}
operations_clip <- function(x, a, b) {
a + (x-a > 0)*(x-a) - (x-b > 0)*(x-b)
}
x <- rnorm( 10000 )
require(microbenchmark)
microbenchmark(
pmin_pmax_clip( x, -2, 2 ),
rcpp_clip( x, -2, 2 ),
ifelse_clip( x, -2, 2 ),
operations_clip( x, -2, 2 )
)
# Unit: microseconds
# expr min lq median uq max
# 1 ifelse_clip(x, -2, 2) 2809.211 3812.7350 3911.461 4481.0790 43244.543
# 2 operations_clip(x, -2, 2) 228.282 248.2500 266.605 1120.8855 40703.937
# 3 pmin_pmax_clip(x, -2, 2) 260.630 284.0985 308.426 336.9280 1353.721
# 4 rcpp_clip(x, -2, 2) 65.413 70.7120 84.568 92.2875 1097.039
Here's a method with nested pmin
and pmax
setting the bounds:
fenced.var <- pmax( LB, pmin( var, UB))
It will be difficult to find a method that is faster. Wrapped in a function that defaults to a range of 3 and 7:
fence <- function(vec, UB=7, LB=3) pmax( LB, pmin( vec, UB))
> fence(1:10)
[1] 3 3 3 4 5 6 7 7 7 7
Here's one function that will work for both vectors and matrices.
myClip <- function(x, a, b) {
ifelse(x <= a, a, ifelse(x >= b, b, x))
}
myClip(x = 0:10, a = 3,b = 7)
# [1] 3 3 3 3 4 5 6 7 7 7 7
myClip(x = matrix(1:12/10, ncol=4), a=.2, b=0.7)
# myClip(x = matrix(1:12/10, ncol=4), a=.2, b=0.7)
# [,1] [,2] [,3] [,4]
# [1,] 0.2 0.4 0.7 0.7
# [2,] 0.2 0.5 0.7 0.7
# [3,] 0.3 0.6 0.7 0.7
And here's another:
myClip2 <- function(x, a, b) {
a + (x-a > 0)*(x-a) - (x-b > 0)*(x-b)
}
myClip2(-10:10, 0, 4)
# [1] 0 0 0 0 0 0 0 0 0 0 0 1 2 3 4 4 4 4 4 4 4