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From "Eugene Kirpichov (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-169) Rolling statistics
Date Sun, 21 Jun 2009 12:18:07 GMT

    [ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12722348#action_12722348
] 

Eugene Kirpichov commented on MATH-169:
---------------------------------------

Rolling percentiles seems like an interesting and useful thing to do; however, the implementation
looks to me like it might have poor performance under some circumstances.
Namely, the SortedDeque class uses a LinkedList for storing items in order, and does a Collections.binarySearch
on it.
However, Collections.binarySearch is very inefficient for the LinkedList: actually, so inefficient
that a linear search is much faster.

If you are maintaining a fixed-size sorted queue, I'd suggest you to use a binary heap; when
it is full and a new item goes in, insert the new item and delete the minimum from the heap.
One might simply use a PriorityQueue, or implement a heap of double's for greater efficiency.

> Rolling statistics
> ------------------
>
>                 Key: MATH-169
>                 URL: https://issues.apache.org/jira/browse/MATH-169
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Bradford N. Cross
>            Assignee: Phil Steitz
>             Fix For: 2.1
>
>         Attachments: FirstRollingPatch, RankRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.  

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