weighted.quantile: Compute quantiles of weighted data.
In hadley/bigvis: Tools for visualisation of big data sets

Compute quantiles of weighted data.

1	weighted.quantile(x, w, probs = seq(0, 1, 0.25), na.rm = FALSE)

`x`	numeric vector of observations
`w`	integer vector of weights, representing the number of time each `x` was observed
`probs`	numeric vector of probabilities between 0 and 1
`na.rm`	If `TRUE` will automatically remove missing values in `x` or `w`.

Currently only implements the type 7 algorithm, as described in quantile. Based on quantile written by R-core.

Other weighted statistics: weighted.ecdf; weighted.sd, weighted.var

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x <- runif(200)
w <- rpois(200, 5) + 1
weighted.quantile(x, w)

hadley/bigvis documentation built on May 17, 2019, 9:45 a.m.

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