Fractiles in sstats and statistics does not accept weights?
Posted: Wed Apr 08, 2020 8:41 am
Hi everybody,
I try to calculate fractiles with weighted samples. However, both sstats and statistics do not seem to accept my weights given as time series.
Many thanks for your help.
I try to calculate fractiles with weighted samples. However, both sstats and statistics do not seem to accept my weights given as time series.
Code: Select all
allocate 20
set x = t
display %fractiles(x,.90)
18.10000
statistics(nomoments,fractiles,noprint) x
display %fract90
18.10000
set weights = 1
sstats(frac=0.90) / x>>sfrac
display sfrac
18.10000
display %wfractiles(x,weights,.90)
18.00000
clear weights
set weights = 1.0/t
sstats / weights>>norm
set(scratch) weights = weights/norm
statistics(nomoments,fractiles,weight=weights,noprint) x
display %fract90
18.10000
display %wfractiles(x,weights,.90)
14.00000
sstats(weight=weights,frac=.90) / x>>sfrac
display sfrac
18.10000