DescTools (version 0.99.30)

Quantile: Weighted Quantiles

Description

Compute weighted quantiles (Eurostat definition).

Usage

Quantile(x, weights = NULL, probs = seq(0, 1, 0.25), na.rm = FALSE,
           names = TRUE, type = 7)

Arguments

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 x should be omitted.

names

logical; if true, the result has a names attribute. Set to FALSE for speedup with many probs.

type

an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used.

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.

See Also

Median

Examples

# NOT RUN {
Quantile(d.pizza$temperature, rep(c(1:3), length.out=nrow(d.pizza)))
# }