wtd.quantile function

Weighted Quantiles

Compute weighted quantile

wtd.quantile (x, q=0.5, na.rm = FALSE, weight=NULL)

Arguments

• x: Vector of data, same length as weight
• q: Quantile to compute
• na.rm: Logical: Should NAs be stripped before computation proceeds?
• weight: Vector of weights. If NULL, the default, weights are not used.

Details

Uses a simple algorithm based on sorting.

Returns

Returns an empirical q quantile from a weighted sample.