Is there a weighted.median() function?

The following packages all have a function to calculate a weighted median: 'aroma.light', 'isotone', 'limma', 'cwhmisc', 'ergm', 'laeken', 'matrixStats, 'PSCBS', and 'bigvis' (on github).

To find them I used the invaluable findFn() in the 'sos' package which is an extension for R's inbuilt help.

findFn('weighted median')

Or,

???'weighted median'

as ??? is a shortcut in the same way ?some.function is for help(some.function)

This is just a simple solution, ready to use almost anywhere.

weighted.median <- function(x, w) {
  w <- w[order(x)]
  x <- x[order(x)]

  prob <- cumsum(w)/sum(w)
  ps <- which(abs(prob - .5) == min(abs(prob - .5)))
  return(x[ps])
}

To calculate the weighted median of a vector x using a same length vector of (integer) weights w:

median(rep(x, times=w))

Some experience using the answers from @wkmor1 and @Jaitropmange.

---

I've checked 3 functions from 3 packages, isotone, laeken, and matrixStats. Only matrixStats works properly. Other two (just as the median(rep(x, times=w) solution) give integer output. As long as I calculated median age of populations, decimal places matter.

Reproducible example. Calculation of the median age of a population

df <- data.frame(age = 0:100,
                 pop = spline(c(4,7,9,8,7,6,4,3,2,1),n = 101)$y)

library(isotone)
library(laeken)
library(matrixStats)

isotone::weighted.median(df$age,df$pop)
# [1] 36
laeken::weightedMedian(df$age,df$pop)
# [1] 36
matrixStats::weightedMedian(df$age,df$pop)
# [1] 36.164
median(rep(df$age, times=df$pop))
# [1] 35

Summary

matrixStats::weightedMedian() is the reliable solution