[R] Strange Result using weightedMedian

[Oliver Duerr]

Dear all,
I found a strange result using R's weightedMedian function.
Consider the following:

> x <- c (0.2, 0.3, 0.5)
> w <- c (1,1,2)
> weightedMedian(x,w)
> 0.3666

In cases like above, when the weights are integers, one could argue that  
the weighted
median should be the same as the standard median with the elements  
repeated according to their weights. This is trivially true for the mean.
In the example above, we simply double the occurrence of the 0.5 entry

> x1 <- c(0.2, 0.3, 0.5, 0.5)
> median(x1)  0.4

Does anyone know the answer to that inconsistency?
It must have to do with the interpolated version.
If you switch of the interpolation you get:
> weightedMedian(x,w,interpolate=FALSE)
> 0.4

However, I prefer the interpolated version since it is continuous with  
respect to the weights. Is there a interpolated version of the  
weightedMedian which does not show this inconsistency?


All the best,
  Oliver