wquantile {extremefit} | R Documentation |
Compute the weighted quantile of order p.
wquantile(X, p, weights = rep(1, length(X)))
X |
a vector of data. |
p |
a vector of probabilities. |
weights |
the weights assiociated to the vector X. |
Give the weighted quantile for a given p
A vector of quantile assiociated to the probabilities vector given in input.
X <- rpareto(10) p <- seq(0.01, 0.99, 0.01) plot(p, wquantile(X, p, rep(1,length(X))), type = "s")