weighted.quantile.inflation: Weighted quantile estimator through case inflation

In WLenhard/cNORM: Continuous Norming

Weighted quantile estimator through case inflation

Description

Applies weighted ranking numerically by inflating cases according to weight. This function will be resource intensive, if inflated cases get too high and in this cases, it switches to the parametric Harrell-Davis estimator.

Usage

weighted.quantile.inflation(
  x,
  probs,
  weights = NULL,
  degree = 3,
  cutoff = 1e+07
)

Arguments

x	A numerical vector
probs	Numerical vector of quantiles
weights	A numerical vector with weights; should have the same length as x.
degree	power parameter for case inflation (default = 3, equaling factor 1000) If no weights are provided (NULL), it falls back to the base quantile function, type 7
cutoff	stop criterion for the sum of standardized weights to switch to Harrell-Davis, default = 1000000

Value

the quantiles

WLenhard/cNORM documentation built on Nov. 30, 2024, 4:45 p.m.