weighted median

Function for calculating the weighted median

For n numbers x_1,...,x_n with positive weights w_1,...,w_n,
(sum of all weights equal to one) the weighted median is defined as
the element x_k, such that:
--
) w_i <= 1/2
--
x_i < x_k
and
--
) w_i <= 1/2
--
x_i > x_k

Input: D ... matrix of observed values
W ... matrix of weights, W = ( w_ij )
Output: wMed ... weighted median