Transformed rank correlations for multivariate outlier...

A weighted cdf is calculated and quantiles are evaluated. Missing values are discarded.

1 | ```
weighted.quantile(x, w, prob = 0.5, plot = FALSE)
``` |

`x` |
vector of data |

`w` |
vector of (sampling) weights |

`prob` |
The probability for the quantile |

`plot` |
if |

Weighted linear interpolation in case of non-unique inverse. Gives a warning when the contribution of the weight of the smallest observation to the total weight is larger than `prob`

.

The quantile for proporiont `prob`

.

No variance calculation.

Beat Hulliger

1 2 3 4 |

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