Weighted quantiles
Compute weighted quantiles (Eurostat definition).
weightedQuantile(x, weights = NULL, probs = seq(0, 1, 0.25), sorted = FALSE, na.rm = FALSE)
x |
a numeric vector. |
weights |
an optional numeric vector giving the sample weights. |
probs |
numeric vector of probabilities with values in [0,1]. |
sorted |
a logical indicating whether the observations in |
na.rm |
a logical indicating whether missing values in |
The implementation strictly follows the Eurostat definition.
A numeric vector containing the weighted quantiles of values in
x at probabilities probs is returned. Unlike
quantile, this returns an unnamed vector.
Andreas Alfons and Matthias Templ
Working group on Statistics on Income and Living Conditions (2004) Common cross-sectional EU indicators based on EU-SILC; the gender pay gap. EU-SILC 131-rev/04, Eurostat.
data(eusilc) weightedQuantile(eusilc$eqIncome, eusilc$rb050)
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