Legacy version of `weighted_quantile`, please use that function instead. This function will eventually be deleted.
getWeightedQuantiles(tau, cvec, weights = NULL, norm = TRUE)
a vector of values between 0 and 1
a vector to compute quantiles for
the weights, weighted.checkfun normalizes the weights to sum to 1.
normalize the weights so that they have mean of 1, default is to normalize