Strange Result using weightedMedian
Oliver Duerr wrote:
Dear all, I found a strange result using R's weightedMedian function. Consider the following:
x <- c (0.2, 0.3, 0.5) w <- c (1,1,2) weightedMedian(x,w) 0.3666
In cases like above, when the weights are integers, one could argue that the weighted median should be the same as the standard median with the elements repeated according to their weights. This is trivially true for the mean. In the example above, we simply double the occurrence of the 0.5 entry
x1 <- c(0.2, 0.3, 0.5, 0.5) median(x1) 0.4
Does anyone know the answer to that inconsistency? It must have to do with the interpolated version. If you switch of the interpolation you get:
weightedMedian(x,w,interpolate=FALSE) 0.4
However, I prefer the interpolated version since it is continuous with respect to the weights. Is there a interpolated version of the weightedMedian which does not show this inconsistency? All the best, Oliver
By the way:
> library(Hmisc)
> wtd.quantile(x,w)
0% 25% 50% 75% 100%
0.200 0.275 0.400 0.500 0.500
Also see the type argument to wtd.quantile
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University