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BMisc (version 1.3.0)

getWeightedQuantile: getWeightedQuantile

Description

Finds the quantile by optimizing the weighted check function

Usage

getWeightedQuantile(tau, cvec, weights = NULL, norm = TRUE)

Arguments

tau

between 0 and 1, ex. .5 implies get the median

cvec

a vector to compute quantiles for

weights

the weights, weighted.checkfun normalizes the weights to sum to 1.

norm

normalize the weights so that they have mean of 1, default is to normalize