[R] Quantiles of weighted sample

Giovanni Petris GPetris at uark.edu
Wed Oct 8 19:37:09 CEST 2008


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. 

Thanks in advance.

Giovanni Petris


Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)

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