Quantiles of a weighted cdf

This function is analogue to `weighted.mean`

.

1 | ```
weighted.var(x, w, na.rm = FALSE)
``` |

`x` |
a vector with data |

`w` |
positive weights (may not have missings where |

`na.rm` |
if |

The weights *w* are standardised such that *∑_{observed} w_i* equals the number of observed values in *x*. The function calculates

*∑_{observed} w_i (x_i-weighted.mean(x,w,na.rm=T))^2/((∑_{observed} w_i)-1).*

The weighted variance of *x* with weights *w* (with missing values removed when `na.rm=TRUE`

).

Beat Hulliger

See Also as `weighted.mean`

1 2 3 4 |

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