weightedQuantile: Weighted quantiles
Description
Compute weighted quantiles (Eurostat definition).
Usage
weightedQuantile(
x,
weights = NULL,
probs = seq(0, 1, 0.25),
sorted = FALSE,
na.rm = FALSE
)
Value
A numeric vector containing the weighted quantiles of values in
x
at probabilities probs
is returned. Unlike
quantile
, this returns an unnamed vector.
Arguments
- 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 x
are
already sorted.
- na.rm
a logical indicating whether missing values in x
should
be omitted.
Author
Andreas Alfons and Matthias Templ
Details
The implementation strictly follows the Eurostat definition.
References
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.
See Also
incQuintile
, weightedMedian
Examples
Run this codedata(eusilc)
weightedQuantile(eusilc$eqIncome, eusilc$rb050)
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