simPop (version 1.2.0)

quantileWt: Weighted sample quantiles

Description

Compute quantiles taking into account sample weights. The following methods are implemented:

• quantileWt.default(x, weights=NULL, probs=seq(0, 1, 0.25), na.rm=TRUE, ...)

• quantileWt.dataObj(x, vars, probs=seq(0, 1, 0.25), na.rm=TRUE, ...)

Additional parameters are:

• weights an optional numeric vector containing sample weights.

• vars a character vector of length 1 specifying a variable name that is available in the data-slot of x and which is used for the calculation.

• probs a numeric vector of probabilities with values in \([0, 1]\).

• na.rm a logical indicating whether any NA or NaN values should be removed from x before the quantiles are computed. Note that the default is TRUE, contrary to the function quantile.

Usage

quantileWt(x, ...)

Arguments

x

a numeric vector.

…

for the generic function quantileWt additional arguments to be passed to methods. Additional arguments not included in the definition of the methods are currently ignored.

Value

A vector of the (weighted) sample quantiles.

Details

If weights are not specified then quantile(x, probs, na.rm=na.rm, names=FALSE, type=1) is used for the computation.

Note probabilities outside \([0, 1]\) cause an error.

See Also

quantile

Examples

# NOT RUN {
data(eusilcS)
(quantileWt(eusilcS$netIncome, weights=eusilcS$rb050))

# dataObj-method
inp <- specifyInput(data=eusilcS, hhid="db030", hhsize="hsize", strata="db040", weight="db090")
(quantileWt(inp, vars="netIncome"))

# }