Created
November 2, 2012 06:09
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gastwirth estimator, weighted median
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gastwirth <- function(x,...){ | |
# gastwirth's location estimator | |
# discussed in Ronald Pearson's Exploring Data in Engineering, the Sciences, and Medicine | |
# and at http://exploringdatablog.blogspot.com/2012/03/gastwirths-location-estimator.html | |
ordstats = quantile(x, probs=c(1/3,1/2,2/3),...) | |
weights = c(0.3,0.4,0.3) | |
sum(weights*ordstats) | |
# | |
} | |
wmedian <- function(x, weights, na.rm = FALSE) { | |
if (missing(weights)) | |
weights <- rep.int(1, length(x)) else { | |
if (any(is.na(weights))) | |
stop("Weights cannot contain NA") | |
if (length(weights) != length(x)) | |
stop("weights not same length as values") | |
if (any(weights < 0)) | |
stop("Weights must be non-negative") | |
} | |
if (is.integer(weights)) | |
weights <- as.numeric(weights) | |
if (na.rm) { | |
weights <- weights[i <- !is.na(x)] | |
x <- x[i] | |
} | |
if (all(weights == 0)) { | |
warning("Weights are all zero") | |
return(NA) | |
} | |
x <- x[order(x)] | |
weights <- weights[order(x)] | |
p <- cumsum(weights)/sum(weights) | |
n <- sum(p < 0.5) | |
if (p[n + 1] > 0.5) | |
x[n + 1] else (x[n + 1] + x[n + 2])/2 | |
} |
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