MetricsWeighted: weighted_quantile – R documentation

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weighted_quantile

Weighted Quantiles

Description

Calculates weighted quantiles based on the generalized inverse of the weighted ECDF. If no weights are passed, uses stats::quantile.

Usage

weighted_quantile(
  x,
  w = NULL,
  probs = seq(0, 1, 0.25),
  na.rm = TRUE,
  names = TRUE,
  ...
)

Arguments

`x`	Numeric vector.
`w`	Optional non-negative case weights.
`probs`	Vector of probabilities.
`na.rm`	Ignore missing data?
`names`	Return names?
`...`	Further arguments passed to `stats::quantile` in the unweighted case. Not used in the weighted case.

Examples

n <- 10
x <- seq_len(n)
quantile(x)
weighted_quantile(x)
weighted_quantile(x, w = rep(1, n))
quantile(x, type = 1)
weighted_quantile(x, w = x) # same as Hmisc::wtd.quantile
weighted_quantile(x, w = x, names = FALSE)
weighted_quantile(x, w = x, probs = 0.5, names = FALSE)

# Example with integer weights
x <- c(1, 1:11, 11, 11)
w <- seq_along(x)
weighted_quantile(x, w)
quantile(rep(x, w)) # same

MetricsWeighted

Weighted Metrics, Scoring Functions and Performance Measures for Machine Learning

v0.5.2

GPL (>= 2)

Authors

Michael Mayer [aut, cre, cph], Christian Lorentzen [ctb, rev]

Initial release

2021-04-16