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@stekhn
Created July 13, 2016 07:16
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Weighted median in JavaScript
function weightedMedian(values, weights) {
var midpoint = 0.5 * sum(weights);
var cumulativeWeight = 0;
var belowMidpointIndex = 0;
var sortedValues = [];
var sortedWeights = [];
values.map(function (value, i) {
return [value, weights[i]];
}).sort(function (a, b) {
return a[0] - b[0];
}).map(function (pair) {
sortedValues.push(pair[0]);
sortedWeights.push(pair[1]);
});
if (sortedWeights.some(function (value) { return value > midpoint; })) {
return sortedValues[sortedWeights.indexOf(Math.max.apply(null, sortedWeights))];
}
while (cumulativeWeight <= midpoint) {
belowMidpointIndex++;
cumulativeWeight += sortedWeights[belowMidpointIndex - 1];
}
cumulativeWeight -= sortedWeights[belowMidpointIndex - 1];
if (cumulativeWeight - midpoint < Number.EPSILON) {
var bounds = sortedValues.slice(belowMidpointIndex - 2, belowMidpointIndex);
return sum(bounds) / bounds.length;
}
return sortedValues[belowMidpointIndex - 1];
}
function sum(arr) {
return arr.reduce(function (previous, current) {
return previous + current;
});
}
weightedMedian([251, 360, 210], [0.1, 0.5, 0.7]);
// => 210
weightedMedian([251, 360, 210, 340], [0.1, 0.5, 0.7, 0.6]);
// => 295.5
@al-mister-dog
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Nice! Going to try this out in my finance app. Or something similar...

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