quantileWt {simPop} | R Documentation |
Weighted sample quantiles
Description
Compute quantiles taking into account sample weights. The following methods are implemented:
-
quantileWt.default(x, weights=NULL, probs=seq(0, 1, 0.25), na.rm=TRUE, ...)
-
quantileWt.dataObj(x, vars, probs=seq(0, 1, 0.25), na.rm=TRUE, ...)
Additional parameters are:
weights an optional numeric vector containing sample weights.
vars a character vector of length 1 specifying a variable name that is available in the data-slot of
x
and which is used for the calculation.probs a numeric vector of probabilities with values in
[0, 1]
.na.rm a logical indicating whether any
NA
orNaN
values should be removed fromx
before the quantiles are computed. Note that the default isTRUE
, contrary to the functionquantile
.
Usage
quantileWt(x, ...)
Arguments
x |
a numeric vector. |
... |
for the generic function |
Details
If weights are not specified then quantile(x, probs, na.rm=na.rm,
names=FALSE, type=1)
is used for the computation.
Note probabilities outside [0, 1]
cause an error.
Value
A vector of the (weighted) sample quantiles.
Author(s)
Stefan Kraft and Bernhard Meindl
A basic version of this function was provided by Cedric Beguin and Beat Hulliger.
See Also
Examples
data(eusilcS)
(quantileWt(eusilcS$netIncome, weights=eusilcS$rb050))
# dataObj-method
inp <- specifyInput(data=eusilcS, hhid="db030", hhsize="hsize", strata="db040", weight="db090")
(quantileWt(inp, vars="netIncome"))