R/w_quantile.R

In declared: Functions for Declared Missing Values

#' @rdname weighted
#' @param probs Numeric vector of probabilities with values in \[0,1\]
#' @export
`w_quantile` <- function (
    x, wt = NULL, probs = seq (0, 1, 0.25), na.rm = TRUE, ...
) {

    metacall <- as.list (match.call ())

    if (inherits (x, "haven_labelled")) {
        x <- as.declared (x)
    }

    if (is.null (x) || !is.atomic (x) || !is.numeric (x)) {
        stopError_ ("'x' should be an atomic numerical vector.")
    }

    if (inherits (x, "declared")) {
        na_index <- attr (x, "na_index")
        if (length (na_index)) {
            x <- x[-na_index]
            wt <- wt[-na_index] # if wt is NULL, the result is still NULL
        }
        attributes (x) <- NULL
    }

    if (is.null (wt)) {
        qs <- quantile (x, probs = probs, na.rm = na.rm, ... = ...)
        class (qs) <- c ("fobject", class (qs))
        return (qs)
    }

    if (
        !is.null (wt) && !(
            is.atomic (wt) && all (is.finite (na.omit (wt)))
        )
    ) {
        stopError_ ("'wt' should be an atomic vector with finite values.")
    }

    if (length (x) != length (wt)) {
        stopError_ ("Lengths of 'x' and 'wt' differ.")
    }

    ok <- !is.na (x + wt)

    if (na.rm) {
        x <- x[ok]
        wt <- wt[ok]
    }
    else if (any (!ok)) {
        stopError_ ("Missing values and NaN's not allowed if `na.rm' is FALSE")
    }

    if (any ((p.ok <- !is.na (probs)) & (probs < 0 | probs > 1))) {
        stopError_ ("probs outside [0,1]")
    }

    if (na.p <- any (!p.ok)) {
        o.pr <- probs
        probs <- probs[p.ok]
        probs <- pmax (0, pmin (1, probs))
    }

    sumwt <- sum (wt)
    wt <- cumsum (tapply (wt, x, sum, na.rm = TRUE))
    x <- sort (unique (x))

    index <- 1 + (sumwt - 1) * probs

    left <- pmax (floor (index), 1)
    right <- pmin (left + 1, sumwt)

    index <- index%%1

    both <- approx(
        wt, x, xout = c (left, right),
        method = "constant", rule = 2, f = 1
    )$y
    lp <- length (probs)
    qs <- (1 - index) * both[seq (1, lp)] + index * both[-seq (1, lp)]

    qs <- coerceMode_ (qs)

    names (qs) <- paste0 (format (100 * probs, trim = TRUE), "%")

    class (qs) <- c ("fobject", class (qs))
    return (qs)
}