KPG1_WTM3R

Forms the weighted median of a list of ordered data values

Description:

This routine finds a value which can be associated with the half- weight value. It sums all weights then finds a value for the half-weight. The comparison with the half-weight value proceeds in halves of the weights for each data point (half of the first weight, then the second half of the first weight and the first half of the second weight etc.) until the half weight is exceeded. The data values around this half weight position are then found and a linear interpolation of these values is the weighted median. This routine also uses the order statistic covariance array (for a population NENT big) to estimate the change in the variance from a optimal measurement from the given population, returning the adjusted variance.

Invocation

CALL KPG1_WTM3R( ORDDAT, WEIGHT, VAR, NENT, COVAR, RESULT, RESVAR, STATUS )

Arguments

ORDDAT( NENT ) = REAL (Given)
The list of ordered data for which the weighted median is required
WEIGHT( NENT ) = REAL (Given)
The weights of the values.
VAR( NSET ) = REAL (Given)
The variance of the unordered sample now ordered in ARR.
NENT = INTEGER (Given)
The number of entries in the data array.
COVAR( ) = DOUBLE PRECISION (Given)
The packed variance-covariance matrix of the order statistics from a normal distribution of size NENT.
RESULT = REAL (Returned)
The weighted median
RESVAR = REAL (Returned)
The variance of result.
STATUS = INTEGER (Given and Returned)
The global status.

Notes:

Prior Requirements