An R function wrapping over Julia's 'StatsBase.quantile()'

wtd_quantile.R

#' Weighted quantiles
#'
#' Wrap over Julia's 'StatsBase.quantile()' function.
#'
#' @param x A numeric vector for which the quantiles should be computed.
#' @param weights A numeric vector with the weights.
#' @param probs A numeric vector with the quantiles to compute.
#' @param na.rm a logical value indicating whether NA values should be stripped before the computation proceeds.
#'
#' @return A numeric vector with the weighted quantiles.
wtd_quantile <- function(x, weights = NULL, probs = c(0, 0.25, 0.5, 0.75, 1), na.rm = FALSE){

  JuliaCall::julia_assign("weights_var", weights)
  JuliaCall::julia_assign("v", x)
  JuliaCall::julia_assign("probs", probs)

  JuliaCall::julia_library("StatsBase")

  JuliaCall::julia_command("wt = ProbabilityWeights(weights_var);")

  if(na.rm){
    JuliaCall::julia_eval("quantile(v[.!ismissing.(v)], wt[.!ismissing.(v)], probs)")
  }else{
    JuliaCall::julia_eval("quantile(v, wt, probs)")
  }

}