quantilew: Calculates the quantiles of all components for a weighted...
In RostyslavMaiboroda/mixvconc:

Description Usage Arguments Value See Also Examples

quantilew calculates weighted quantiles of a sample using the individual weights of all components.

1	quantilew(xs, prob)

`xs`	object from class `wtsamp` containing the sample and weights for components' distributions.
`prob`	the level of the quantiles (one number).

a vector of components' quantiles.

Maiboroda R., Sugakova O. "Statistics of mixtures with varying concentrations with application to DNA microarray data analysis". Nonparametric statistics (2012) v.24:1, p. 201 - 215.

set.seed(3)
p <- genunifp(1000,2) # create mixing probabilities
a <- lsweight(p) # calculate minimax weights
# create a weighted sample:
xs <- wtsamp(genormixt(p,c(0,1),c(1,1)),indiv=a)
quantilew(xs,1/3)