Weighted quantiles

Computes weighted quantiles using a type-7 analog: observations are placed at the midpoints of their weight intervals in the cumulative weight distribution, rescaled to [0, 1], and quantiles are obtained by linear interpolation. For equal weights this matches quantile(x, type = 7).

Usage

weighted_quantile(x, w, probs = seq(0, 1, 0.25), na.rm = FALSE)

Arguments

x

A numeric vector of observations.

w

A numeric vector of non-negative weights (need not sum to 1).

probs

A numeric vector of probabilities in [0, 1].

na.rm

Logical. If TRUE, paired NAs in x and w are removed.

Value

A numeric vector of the same length as probs.