wquantile {extremefit}

Weighted quantile

Description

Compute the weighted quantile of order p.

Usage

wquantile(X, p, weights = rep(1, length(X)))

Arguments

X

a vector of data.

p

a vector of probabilities.

weights

the weights assiociated to the vector X.

Details

Give the weighted quantile for a given p

Value

A vector of quantile assiociated to the probabilities vector given in input.

Examples

X <- rpareto(10)
p <- seq(0.01, 0.99, 0.01)
plot(p, wquantile(X, p, rep(1,length(X))), type = "s")