wquant {pomp} | R Documentation |
Weighted quantile function
Description
Estimate weighted quantiles.
Usage
wquant(
x,
weights = rep(1, length(x)),
probs = c(`0%` = 0, `25%` = 0.25, `50%` = 0.5, `75%` = 0.75, `100%` = 1)
)
Arguments
x |
numeric; a vector of data. |
weights |
numeric; vector of weights. |
probs |
numeric; desired quantiles. |
Details
wquant
estimates quantiles of weighted data using the estimator of Harrell & Davis (1982), with improvements recommended by Andrey Akinshin (2023).
Value
wquant
returns a vector containing the estimated quantiles.
If probs
has names, these are inherited.
Author(s)
Aaron A. King
References
F. E. Harrell and C. E. Davis. A new distribution-free quantile estimator. Biometrika 69, 635–640, 1982. doi:10.1093/biomet/69.3.635.
A. Akinshin. Weighted quantile estimators. arXiv:2304.07265, 2023. doi:10.48550/arxiv.2304.07265.
Examples
x <- c(1,1,1,2,2,3,3,3,3,4,5,5,6,6,6)
quantile(x)
wquant(x)
wquant(c(1,2,3,4,5,6),weights=c(3,2,4,1,2,3))
wquant(c(1,2,3,4,5),c(1,0,0,1,1))
[Package pomp version 5.11.0.0 Index]