While perhaps not the solution you were looking for, you might consider estimating weighted medians with linear quantile regression (just specify an intercept for single sample analysis, tau=0.50, and weights = your weights) in the quantreg package. Quantile regression does not require sorting to estimate medians (minimizes and objective function) and thus might require less computing time on a large data set.
Brian Brian S. Cade, PhD U. S. Geological Survey Fort Collins Science Center 2150 Centre Ave., Bldg. C Fort Collins, CO 80526-8818 email: brian_c...@usgs.gov tel: 970 226-9326 From: Joris Meys <jorism...@gmail.com> To: R mailing list <r-help@r-project.org> Date: 03/30/2010 10:39 AM Subject: [R] weighted.median function from package R.basic Sent by: r-help-boun...@r-project.org Dear all, I want to apply a weighted median on a huge dataset, and I remember a function from the package R.basic that could do this using an internal sorting algorithm qsort. This speeded things up quite a bit. Alas, I can't find that package anywhere anymore. There is a weighted.median function in the package limma too, but I didn't use that before. Anybody who knows what happened to R.basic? Cheers Joris -- Joris Meys Statistical Consultant Ghent University Faculty of Bioscience Engineering Department of Applied mathematics, biometrics and process control Coupure Links 653 B-9000 Gent tel : +32 9 264 59 87 joris.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
