[R] weighted quantiles

Frank E Harrell Jr f.harrell at vanderbilt.edu
Tue Oct 7 21:13:22 CEST 2008


sj wrote:
> I have a set of values and their corresponding weights. I can use the
> function weighted.mean to calculate the weighted mean, I would like to be
> able to similarly calculate the weighted median and quantiles? Is there a
> function in R that can do this?
> 
> thanks,
> 
> 
> Spencer

library(Hmisc)
?wtd.quantile

>



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