Percentiles/Quantiles with Weighting
Stavros Macrakis <macrakis <at> alum.mit.edu> writes:
Some minor improvements and corrections below # Simple weighted quantile # # v A vector of sortable observations # w A numeric vector of positive weights # p The quantile 0<=p<=1 # # Nothing fancy: no interpolation etc.; NA cases not thought through wquantile <- function(v,w=rep(1,length(v)),p=.5)
You could compare it with wtd.quantile in Hmisc. Dieter