Weighted Quantiles
Compute weighted quantiles (Eurostat definition).
Quantile(x, weights = NULL, probs = seq(0, 1, 0.25), na.rm = FALSE,
names = TRUE, type = 7)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 |
names |
logical; if true, the result has a |
type |
an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used. Currently only |
The implementation strictly follows the Eurostat definition.
A numeric vector containing the weighted quantiles of values in
x at probabilities probs is returned. Unlike
quantile, this returns an unnamed vector.
Andreas Alfons and Matthias Templ
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.
Quantile(d.pizza$temperature, rep(c(1:3), length.out=nrow(d.pizza)))
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