Compute weighted quantiles (Eurostat definition).

```
Quantile(x, weights = NULL, probs = seq(0, 1, 0.25),
na.rm = FALSE, names = TRUE, type = 7, digits = 7)
```

## Arguments

- x
a numeric vector.

- weights
an optional numeric vector giving the sample weights.

- probs
numeric vector of probabilities with values in \([0,1]\).

- na.rm
a logical indicating whether missing values in `x`

should
be omitted.

- names
logical; if true, the result has a `names`

attribute.
Set to `FALSE`

for speedup with many `probs`

.

- type
an integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used. Currently only `types`

`5`

and `7`

(default) are implemented.

- digits
used only when `names`

is true: the precision to use when formatting the percentages. In `R`

versions up to 4.0.x, this had been set to `max(2, getOption("digits"))`

, internally.

## Value

A named numeric vector containing the weighted quantiles of values in
`x`

at probabilities `probs`

is returned.

## Details

The implementation strictly follows the Eurostat definition.

## Author

Andreas Alfons, Matthias Templ, some tweaks Andri Signorell <andri@signorell.net>

## References

Working group on Statistics on Income and Living Conditions
(2004) Common cross-sectional EU indicators based on EU-SILC; the gender pay
gap. *EU-SILC 131-rev/04*, Eurostat.

## Examples

```
Quantile(d.pizza$temperature, rep(c(1:3), length.out=nrow(d.pizza)))
#> [1] NA NA NA NA NA
```