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function to recover quantiles of a vector with weights

Usage

weighted_quantile(tau, cvec, weights = NULL, norm = TRUE)

Arguments

tau

a vector of values between 0 and 1

cvec

a vector to compute quantiles for

weights

the weights, weighted.checkfun normalizes the weights to sum to 1.

norm

normalize the weights so that they have mean of 1, default is to normalize

Value

vector of quantiles