R help - Oct 2008 - Quantiles of weighted sample

Hello!

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.

Best,
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)
http://definetti.uark.edu/~gpetris/

see

http://www.nabble.com/weighted-quantiles-to19864562.html#a19865869


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820



On Oct 8, 2008, at 12:37 PM, Giovanni Petris wrote:
>
> Hello!
>
> 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.
>
> Best,
> 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)
> http://definetti.uark.edu/~gpetris/
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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