On Wed, 8 Oct 2008, Giovanni Petris wrote:
I am wondering if there is a function in R that returns quantiles of a
weighted sample, i.e., a set of values, each coming with a different
weight. The function quantile() does that only for the case when the
weights are all equal.
In other words, I am looking for a quantile function that applies to
a discrete distribution specified by values and their probabilities.
There are at least two weighted quantile functions in packages:
Hmisc::weighted.quantile and survey::svyquantile
-thomas
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