文件名称:weightpercent
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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.
％ 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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weightpercent.m
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