wquant: Weighted type-1 quantile

In qte: Quantile Treatment Effects

Weighted type-1 quantile

Description

Smallest y with weighted CDF >= p. Uses a small numerical tolerance on the comparison so that a p landing exactly on a floating-point rounding boundary (common with uniform weights, e.g. 1/n) picks the intended order statistic instead of flipping based on last-bit differences in summation across platforms.

Usage

wquant(y_vec, w_vec, probs)

Arguments

y_vec	numeric vector of values.
w_vec	numeric vector of weights, same length as y_vec.
probs	numeric vector of probabilities in [0, 1].

Value

numeric vector, same length as probs.

qte documentation built on July 23, 2026, 5:13 p.m.