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From "Patrick Meyer" <meyer...@gmail.com>
Subject RE: [MATH-1120] Needed opinion about support on variations in percentile calculation
Date Wed, 21 May 2014 20:11:06 GMT
There are various ways to compute percentiles and statistical programs use different methods
by default. I would prefer that we do like R and provide multiple options for the type of
percentile computation. See http://stat.ethz.ch/R-manual/R-patched/library/stats/html/quantile.html


Patrick

-----Original Message-----
From: venkatesha murthy [mailto:venkateshamurthyts@gmail.com] 
Sent: Wednesday, May 21, 2014 3:18 PM
To: dev@commons.apache.org
Subject: [MATH-1120] Needed opinion about support on variations in percentile calculation

Hi All,

The existing Percentile class calculates the percentile based on the quantile position of
the array fixed as p * (N+1)/100 for a pth Percentile on an Array of size N. However if we
were to add these numbers in MS Excel to calculate the percentile it provides a different
result and closely resembeles the formula [p*(N-1)/100]+1.

Its imperative at times to match the computations to a standard spreadsheet calculations or
to a standard tool; which is why i request for allowing the quantile position to be customized.
Infact even the kth selection used
can also be refactored as a strategy(than as a private methods) as a further step.

So if atleast the Percentile class were to allow the quantile position to be customized in
the sub classes; then the end user may be helped in providing the formula of their choice.

The most minimal change i am proposing here is to just make the quantile position setting
as a protected method and i have attached a possible patch in [MATH-1120] <https://issues.apache.org/jira/browse/MATH-1120>.

Request all to opinionate on this

thanks
venkat


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