R/weighted.quantile.R

In villardon/MultBiplotR: Multivariate Analysis Using Biplots in R

weighted.quantile <- function (x, w, q=0.5) 
{
    if (missing(w)) 
        w <- rep(1, length(x))
    ok <- complete.cases(x, w)
    x <- x[ok]
    w <- w[ok]
    ind <- sort.list(x)
    x <- x[ind]
    w <- w[ind]
    ind1 <- min(which(cumsum(w)/sum(w) >= q))
    ind2 <- max(which(cumsum(w)/sum(w) <= q))
    max(x[ind1], x[ind2])
}