[R] DescTools::Quantile

[Duncan Murdoch]

On 26/01/2024 10:38 a.m., Michael Meyer via R-help wrote:
> Greetings,
> 
> I am having a problem with DescTools::Quantile
> (a function computing quantiles from weighted samples):
> 
> # these sum to one
> probWeights = c(
>       0.0043, 0.0062, 0.0087, 0.0119, 0.0157, 0.0204, 0.0257, 0.0315, 0.0378,
>       0.0441, 0.0501, 0.0556, 0.06, 0.0632, 0.0648, 0.0648, 0.0632, 0.06,
>       0.0556, 0.0501, 0.0441, 0.0378, 0.0315, 0.0257, 0.0204, 0.0157, 0.0119,
>       0.0087, 0.0062, 0.0043
>    )
>    x = seq(-100,100,length.out=length(probWeights))
> 
>    qtls <- DescTools::Quantile(x, weights=probWeights, probs=c(0.1,0.9))
>    
> cat("\nQuantiles:\n")
>    print(qtls)
> 
> 
> Both quantiles are equal to 100!
> Is this function working or am I not using it correctly?

There's an obvious bug in that function:

     n <- sum(weights)          # this sets n to 1 in your data
     ord <- 1 + (n - 1) * probs # This sets ord to c(1,1)

     low <- pmax(floor(ord), 1)
     high <- pmin(low + 1, n)
     ord <- ord%%1
     allq <- approx(cumsum(weights), x, xout = c(low, high), method = 
"constant",
         f = 1, rule = 2)$y
     k <- length(probs)
     qs <- (1 - ord) * allq[1:k] + ord * allq[-(1:k)]

This bug was reported on the package website 6 months ago 
(https://github.com/AndriSignorell/DescTools/issues/123), and hasn't 
been addressed.  I'd suggest the best action is to find a different package.

Duncan Murdoch