Calculate quantiles of a numeric vector with associated weights. This function
sorts the values and computes weighted cumulative distribution before
interpolating the requested quantiles.
Usage
weighted_quantile(values, quantiles, .wts)
Arguments
- values
Numeric vector of values to compute quantiles for.
- quantiles
Numeric vector of probabilities with values between 0 and 1.
- .wts
Numeric vector of non-negative weights, same length as values
.
Value
Numeric vector of weighted quantiles corresponding to the requested probabilities.
Examples
# Equal weights (same as regular quantiles)
weighted_quantile(1:10, c(0.25, 0.5, 0.75), rep(1, 10))
#> [1] 2.5 5.0 7.5
# Weighted towards higher values
weighted_quantile(1:10, c(0.25, 0.5, 0.75), 1:10)
#> [1] 4.750000 6.928571 8.583333