(Weighted) Sample Quantiles

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.

See also

Median, quantile, QuantileCI

Examples

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