wquantile {mixtools} | R Documentation |
Functions to compute weighted quantiles and the weighted interquartile range.
wquantile(wt=rep(1,length(x)), x, probs, already.sorted = FALSE, already.normalized = FALSE) wIQR(wt=rep(1,length(x)), x, already.sorted = FALSE, already.normalized = FALSE)
wt |
Vector of weights |
x |
Vector of data, same length as wt |
probs |
Numeric vector of probabilities with values in [0,1]. |
already.sorted |
If FALSE, sort wt and x in increasing
order of x . If TRUE, it is assumed that wt and x
are already sorted. |
already.normalized |
If FALSE, normalize wt by diving each
entry by the sum of all entries. If TRUE, it is assumed that sum(wt)==1 |
wquantile
uses the findInterval
function. wIQR
calls the wquantile
function.
Returns the sample quantiles or interquartile range of a discrete distribution with
support points x
and corresponding probability masses wt
IQR(1:10) wIQR(x=1:10) # Note: Different algorithm than IQR function wIQR(1:10,1:10) # Weighted quartiles are now 4 and 8