Better weighted Median?

[Waschoi]

In today's analysis of a colleague who uses SPSS, I found that the weighted median does not always correspond. The current implementation using matrixStats::weightedMedian matches the grouped median, but this is most likely not intended. I would rather recommend sjstats::weighted_median() or MetricsWeighted::weighted_median(), especially since these also allow the calculation of quantiles. I would be very pleased, if my suggestion would be implemented. Thanks for the great job you did with the package.

[gdemin]

Hi,
Yes, I will change w_median to make it is corresponding to the SPSS.
But could you provide example when these implementations are different? I need it for tests.
Also link with description of the difference between the algos will be helpful.

[Waschoi]

I found the answer, no need to change the package: line 70 of https://github.com/gdemin/expss/blob/master/R/weighted_stats.R
Needs to be changed to: interpolate = F

here an reprod example:
testdata <- tribble(~id, ~grum, ~wph, ~group,
1:1000, sample(seq(300, 1500, .15), 1000, replace = T),
sample(seq(.3, 3, .001), 1000, replace = T),
sample(seq(10, 30, 1), 1000, replace = T))%>%
unnest()

testdata%>%
group_by(group)%>%
summarise_at(vars(grum), list(expss = ~expss::w_median(., weight = wph),
matrix = ~matrixStats::weightedMedian(., wph, interpolate = F, ties = "weighted"),
sj = ~sjstats::weighted_median(., wph),
metric = ~MetricsWeighted::weighted_median(., wph)))

which gives the same median like SPSS or Stata 13. Also the help-file of matrixStats says, that interpolate Needs to be F, so that ties is working.

Greetings!

[gdemin]

Fixed in 0.10.7