quantilew: Quantiles for weighted observations

In regr0: Building regression models

Description

Quantiles for weighted observations

Usage

quantilew(x, probs = c(0.25, 0.5, 0.75), weights = 1, na.rm=FALSE)

Arguments

x	numeric vector whose sample quantiles are wanted 'NA' and 'NaN' values are not allowed unless 'na.rm' is 'TRUE'.
probs	numeric vector of probabilities with values in [0,1].
weights	numeric vector of weights. They will be standardized to sum to 1.
na.rm	remove NAs from 'x'? If FALSE and 'x' contains NAs, the value will be NA.

Value

Empirical quantiles corresponding to the given probabilities and weights. If a quantile is not unique since the cumulated weights hit the probability value exactly (the case of the median of a sample of even size), the mean of the corresponding values is returned.

Author(s)

Werner A. Stahel

See Also

quantile

Examples

   x <- c(1,3,4,8,12,13,18,20)
   quantile(x, c(0.25, 0.5))
   quantilew(x, c(0.25, 0.5), weights=1:8)  ##  8  13
   ## relative weights  (1+2+3)/36  sum to  <0.25 , with the forth, they
   ##   are over 0.25, therefore, the quantile is the 4th value

regr0 documentation built on May 2, 2019, 4:52 p.m.