Currently, weighted quantiles are estimated using Hmisc, which is compromised for non-integer weights. harrelfe/Hmisc#97
However, alternatives such as DescTools are limited in their quantile algorithms, and cannot produce R[1] which is the algorithm used here.
https://github.com/AndriSignorell/DescTools/blob/5e676954da609a3531cf585c88e2ba5281c658a0/R/StatsAndCIs.r
Need to find a good alternative, and when satisfied, consider whether the quantile matching algorithm can be modified to use alternative algorithms by changing the value of the dummy variable either side of the target to produce e.g. R[5] or R[7] estimates.
Currently, weighted quantiles are estimated using Hmisc, which is compromised for non-integer weights. harrelfe/Hmisc#97
However, alternatives such as DescTools are limited in their quantile algorithms, and cannot produce R[1] which is the algorithm used here.
https://github.com/AndriSignorell/DescTools/blob/5e676954da609a3531cf585c88e2ba5281c658a0/R/StatsAndCIs.r
Need to find a good alternative, and when satisfied, consider whether the quantile matching algorithm can be modified to use alternative algorithms by changing the value of the dummy variable either side of the target to produce e.g. R[5] or R[7] estimates.