rank_wtd: Computing weighted ranks

In wdm: Weighted Dependence Measures

Computing weighted ranks

Description

The weighted rank of X_i among X_1, \dots, X_n with weights w_1, \dots, w_n is defined as

\frac 1 n \sum_{j = 1}^n w_i 1[X_j \le X_i].

Usage

rank_wtd(x, weights = numeric(), ties_method = "average")

Arguments

x	a numeric vector.
weights	a vector of weights (same length as x).
ties_method	Indicates how to treat ties; same as in R, see https://stat.ethz.ch/R-manual/R-devel/library/base/html/rank.html.

Value

a vector of ranks.

Examples

x <- rnorm(100)
w <- rexp(100)
rank(x)
rank_wtd(x, w)

wdm documentation built on Aug. 11, 2023, 1:09 a.m.