The default method (type=2
) corresponds to weighted percentiles in SAS.
Arguments
- x
Numeric vector
- probs
Numeric vector of probabilities
- weights
Numeric vector of weights of the same length as
x
- type
An integer,
2
(default) or5
. Similar to types 2 and 5 inquantile
.- eps
Precision parameter used when
type=2
so that numerical inaccuracy is accepted (see details)
Details
When type=2
, averaging is used in case of equal of probabilities.
Equal probabilities (p[j]==probs[i]
) is determined by
abs(1-p[j]/probs[i])<eps
with p=cumsum(w)/sum(w)
where w=weights[order(x)]
.
With zero length of x
, NA
s are returned.
When all weights are zero and when when all x
's are not equal,
NaN
s are returned except for the 0% and 100% quantiles.
Examples
x <- rnorm(27)/5 + 1:27
w <- (1:27)/27
quantile_weighted(x, (0:5)/5, weights = w)
#> 0% 20% 40% 60% 80% 100%
#> 1.047919 12.014960 16.871172 21.114838 24.870455 27.182283
quantile_weighted(x, (0:5)/5, weights = w, type = 5)
#> 0% 20% 40% 60% 80% 100%
#> 1.047919 12.279096 17.356901 21.342948 24.513734 27.182283
quantile_weighted(x) - quantile(x, type = 2)
#> 0% 25% 50% 75% 100%
#> 0 0 0 0 0
quantile_weighted(x, type = 5) - quantile(x, type = 5)
#> 0% 25% 50% 75% 100%
#> 0 0 0 0 0