Quantiles of a weighted cdf

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Description

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

Usage

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

Arguments

x

vector of data

w

vector of (sampling) weights

prob

The probability for the quantile

plot

if TRUE the weighted cdf is plotted

Details

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.

Value

The quantile for proporiont prob.

Note

No variance calculation.

Author(s)

Beat Hulliger

See Also

svyquantile

Examples

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x<-rnorm(100)
x[sample(1:100,20)]<-NA
w<-rchisq(100,2)
weighted.quantile(x,w,0.2,TRUE)