Helper function to truncate importance weights

Source: R/redist_smc.R

Defined as pmin(x, quantile(x, 1 - length(x)^(-0.5)))

redist_quantile_trunc(x)

Arguments

x

the weights

Value

numeric vector

Examples

redist_quantile_trunc(c(1, 2, 3, 4))
#> [1] 1.0 2.0 2.5 2.5