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Returns weighted percentiles of a sample given the weight vector w % The idea is to give more empha

  • 資源大小:3 K
  • 上傳時間: 2016-01-28
  • 上傳用戶:xiaoy2000
  • 資源積分:2 下載積分
  • 標      簽: percentiles weighted Returns sample

資 源 簡 介

Returns weighted percentiles of a sample given the weight vector w % The idea is to give more emphasis in some examples of data as compared to % others by giving more weight. For example, we could give lower weights to % the outliers. % The motivation to write this function is to compute percentiles for Monte % Carlos simulations where some simulations are very bad (in terms of goodness % of fit between simulated and actual value) than the others and to give % the lower weights based on some goodness of fit criteria.

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