R: Weighted quantiles

wquantile {mixtools} | R Documentation

## Weighted quantiles

### Description

Functions to compute weighted quantiles and the weighted interquartile range.

### Usage

    wquantile(wt = rep(1,length(x)), x, probs, already.sorted = FALSE,
              already.normalized = FALSE)
    wIQR(wt = rep(1,length(x)), x, already.sorted = FALSE,
         already.normalized = FALSE)

### Arguments

`wt` | Vector of weights
`x` | Vector of data, same length as `wt`
`probs` | Numeric vector of probabilities with values in [0,1].
`already.sorted` | If FALSE, sort `wt` and `x` in increasing order of `x`. If TRUE, it is assumed that `wt` and `x` are already sorted.
`already.normalized` | If FALSE, normalize `wt` by diving each entry by the sum of all entries. If TRUE, it is assumed that `sum(wt)==1`

### Details

`wquantile` uses the `findInterval` function. `wIQR` calls the `wquantile` function.

### Value

Returns the sample quantiles or interquartile range of a discrete distribution with support points `x` and corresponding probability masses `wt`

### See Also

`npEM`

### Examples

    IQR(1:10)
    wIQR(x=1:10) # Note:  Different algorithm than IQR function
    wIQR(1:10,1:10) # Weighted quartiles are now 4 and 8

[Package mixtools version 1.2.0 Index]