Compute weighted quantiles (Eurostat definition).
Quantile(x, weights = NULL, probs = seq(0, 1, 0.25),
na.rm = FALSE, names = TRUE, type = 7, digits = 7)
A named numeric vector containing the weighted quantiles of values in
x at probabilities probs is returned.
a numeric vector.
an optional numeric vector giving the sample weights.
numeric vector of probabilities with values in \([0,1]\).
a logical indicating whether missing values in x should
logical; if true, the result has a names attribute.
Set to FALSE for speedup with many probs.
an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used. Currently only types 5 and 7 (default) are implemented.
used only when names is true: the precision to use when formatting the percentages. In R versions up to 4.0.x, this had been set to max(2, getOption("digits")), internally.
Andreas Alfons, Matthias Templ, some tweaks Andri Signorell <email@example.com>
The implementation strictly follows the Eurostat definition.
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.
Median, quantile, QuantileCI
Quantile(d.pizza$temperature, rep(c(1:3), length.out=nrow(d.pizza)))
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