weighted.quantile.harrell.davis: Weighted Harrell-Davis quantile estimator

View source: R/utilities.R

weighted.quantile.harrell.davisR Documentation

Weighted Harrell-Davis quantile estimator

Description

Computes weighted quantiles; code from Andrey Akinshin (2023) "Weighted quantile estimators" arXiv:2304.07265 [stat.ME] Code made available via the CC BY-NC-SA 4.0 license

Usage

weighted.quantile.harrell.davis(x, probs, weights = NULL)

Arguments

x

A numerical vector

probs

Numerical vector of quantiles

weights

A numerical vector with weights; should have the same length as x. If no weights are provided (NULL), it falls back to the base quantile function, type 7

Value

the quantiles


WLenhard/cNORM documentation built on April 28, 2024, 4:24 a.m.