Question

In Mathematica there is the command Clip[x, {min, max}]
which gives x for min<=x<=max, min for x<min and and max for x>max, see

http://reference.wolfram.com/mathematica/ref/Clip.html (mirror)

What would be the fastest way to achieve this in R? Ideally it should be a function that is listable, and should ideally work on either a single value, vector, matrix or dataframe…

Answer 1

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