weighted.quantile.inflation {cNORM}

Weighted quantile estimator through case inflation

Description

Applies weighted ranking numerically by inflating cases according to weight. This function will be resource intensive, if inflated cases get too high and in this cases, it switches to the parametric Harrell-Davis estimator.

Usage

weighted.quantile.inflation(
  x,
  probs,
  weights = NULL,
  degree = 3,
  cutoff = 1e+07
)

Arguments

x

A numerical vector

probs

Numerical vector of quantiles

weights

A numerical vector with weights; should have the same length as x.

degree

power parameter for case inflation (default = 3, equaling factor 1000) If no weights are provided (NULL), it falls back to the base quantile function, type 7

cutoff

stop criterion for the sum of standardized weights to switch to Harrell-Davis, default = 1000000

Value

the quantiles