weightedQuantile: 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
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.
Value
- A numeric vector containing the weighted quantiles of
values in
x
at probabilities probs
is
returned. Unlike quantile
, this
returns an unnamed vector.
Details
The implementation strictly follows the Eurostat
definition.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.Examples
Run this codedata(eusilc)
weightedQuantile(eusilc$eqIncome, eusilc$rb050)
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