R: Weighted Quantiles

Quantile {DescTools} | R Documentation

## Weighted Quantiles

### Description

Compute weighted quantiles (Eurostat definition).

### Usage

      Quantile(x, weights = NULL, probs = seq(0, 1, 0.25), na.rm = FALSE,
               names = TRUE, type = 7)

### Arguments

`x` | a numeric vector.
`weights` | an optional numeric vector giving the sample weights.
`probs` | numeric vector of probabilities with values in [0,1].
`na.rm` | a logical indicating whether missing values in `x` should be omitted.
`names` | logical; if true, the result has a `names` attribute. Set to `FALSE` for speedup with many `probs`.
`type` | an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used.

### Details

The implementation strictly follows the Eurostat definition.

### Value

A numeric vector containing the weighted quantiles of values in `x` at probabilities `probs` is returned. Unlike `quantile`, this returns an unnamed vector.

### Author(s)

Andreas Alfons and Matthias Templ

### References

Working group on Statistics on Income and Living Conditions (2004) Common cross-sectional EU indicators based on EU-SILC; the gender pay gap. EU-SILC 131-rev/04, Eurostat.

### See Also

`Median`

### Examples

    Quantile(d.pizza$temperature, rep(c(1:3), length.out=nrow(d.pizza)))

[Package DescTools version 0.99.36 Index]