weightedQuantile: Weighted quantiles

In aalfons/laeken: Estimation of Indicators on Social Exclusion and Poverty

Weighted quantiles

Description

Compute weighted quantiles (Eurostat definition).

Usage

weightedQuantile(
  x,
  weights = NULL,
  probs = seq(0, 1, 0.25),
  sorted = FALSE,
  na.rm = FALSE
)

Arguments

x	a numeric vector.
weights	an optional numeric vector giving the sample weights.
probs	numeric vector of probabilities with values in [0,1].
sorted	a logical indicating whether the observations in x are already sorted.
na.rm	a logical indicating whether missing values in x should be omitted.

Details

The implementation strictly follows the Eurostat definition.

Value

A numeric vector containing the weighted quantiles of values in x at probabilities probs is returned. Unlike quantile, this returns an unnamed vector.

Author(s)

Andreas Alfons and Matthias Templ

References

Working group on Statistics on Income and Living Conditions (2004) Common cross-sectional EU indicators based on EU-SILC; the gender pay gap. EU-SILC 131-rev/04, Eurostat.

See Also

incQuintile, weightedMedian

Examples

data(eusilc)
weightedQuantile(eusilc$eqIncome, eusilc$rb050)

aalfons/laeken documentation built on Feb. 9, 2024, 7:16 p.m.