weighted.quantile.inflation function

Weighted quantile estimator through case inflation

Applies weighted ranking numerically by inflating cases according to weight. This function will be resource intensive, if inflated cases get too high and in this cases, it switches to the parametric Harrell-Davis estimator.

weighted.quantile.inflation(
  x,
  probs,
  weights = NULL,
  degree = 3,
  cutoff = 1e+07
)

Arguments

• x: A numerical vector
• probs: Numerical vector of quantiles
• weights: A numerical vector with weights; should have the same length as x.
• degree: power parameter for case inflation (default = 3, equaling factor 1000) If no weights are provided (NULL), it falls back to the base quantile function, type 7
• cutoff: stop criterion for the sum of standardized weights to switch to Harrell-Davis, default = 1000000

Returns

the quantiles