If you don't mind using a loop, e.g. like this:

x <- mydata
qs <- sapply(x, function(x) quantile(x, c(0.01, 0.99)))
for (i in 1:ncol(x))
  x <- subset(x, x[ ,i] >= qs[1,i] & x[ ,i] <= qs[2,i])

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