Martin, Frank Harrell's Hmisc has weigthed variants of quite a few statistical estimators, including quantiles. I never have look at how efficiently this is implemented, but as far as I know it works.
Erich Martin Maechler wrote: >>>>>>"Erich" == Erich Neuwirth <[EMAIL PROTECTED]> >>>>>> on Sun, 21 Aug 2005 18:51:20 +0200 writes: > > > Erich> In R 2.2.0 density now can work with weighted > Erich> obesrvations. It would be nice if boxplot also would > Erich> accept a weight parameter, then one could produce > Erich> consistent density estimators and boxplots. > > Erich> Could the developers consider adding this feature? > > The first thing I'd want is quantile() with weights --- which I > personally find quite interesting and have wanted several times > in the past --- not wanted enough to implement though. > > I'm interested to hear of (or even see C or R implementations of) > fast algorithms for "weight quantiles". > Code contributions are welcome too.. > > (And yes, I do know that boxplots are base on "hinges" rather than > quartiles but that's less interesting here.) > > Martin Maechler <[EMAIL PROTECTED]> http://stat.ethz.ch/~maechler/ > Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27 > ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND > phone: +41-44-632-3408 fax: ...-1228 <>< > -- Erich Neuwirth, Didactic Center for Computer Science University of Vienna Visit our SunSITE at http://sunsite.univie.ac.at Phone: +43-1-4277-39902 Fax: +43-1-4277-9399 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
