R: Weighted quantiles

weightedQuantile {laeken} | R Documentation

## Weighted quantiles

### Description

Compute weighted quantiles (Eurostat definition).

### Usage

    weightedQuantile(x, weights = NULL, probs = seq(0, 1, 0.25),
      sorted = FALSE, na.rm = FALSE)

### Arguments

`x` | a numeric vector.
`weights` | an optional numeric vector giving the sample weights.
`probs` | numeric vector of probabilities with values in [0,1].
`sorted` | a logical indicating whether the observations in `x` are already sorted.
`na.rm` | a logical indicating whether missing values in `x` should be omitted.

### 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

`incQuintile`, `weightedMedian`

### Examples

    data(eusilc)
    weightedQuantile(eusilc$eqIncome, eusilc$rb050)

[Package laeken version 0.4.6 Index]