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pythonrspotfiremedianweighted

Spotfire Weighted Median value

Is there any function which returns weighted Median value?

Input 2 columns like weight = [100,210,30,50] values = [1, 2, 3, 4]

and maybe function like WeightedMedian(w = weight, v = values)

or can you help me to construct code for that, Data-->Data Function Properties --> Expression Functions --> New.

or formula in Custom Expression

Solution

  • Weighted median is just the first value for which the cumsum of the weights divided by the total sum of all weights exceeds 0.5.

    WeightedMedian <- function(w, v) {
  
  # in case when v is not sorted 
  i <- order(v)
  v <- v[i]
  w <- w[i]
  
  v[which(cumsum(w) / sum(w) > 0.5)[1]]
  
}

WeightedMedian(w =  c(100, 210, 30, 50), v = c(1, 2, 3, 4))

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