Return-Path: X-Original-To: apmail-commons-issues-archive@minotaur.apache.org Delivered-To: apmail-commons-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id 0D4C41007A for ; Fri, 21 Jun 2013 19:35:21 +0000 (UTC) Received: (qmail 70321 invoked by uid 500); 21 Jun 2013 19:35:20 -0000 Delivered-To: apmail-commons-issues-archive@commons.apache.org Received: (qmail 70246 invoked by uid 500); 21 Jun 2013 19:35:20 -0000 Mailing-List: contact issues-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: issues@commons.apache.org Delivered-To: mailing list issues@commons.apache.org Received: (qmail 70238 invoked by uid 99); 21 Jun 2013 19:35:20 -0000 Received: from arcas.apache.org (HELO arcas.apache.org) (140.211.11.28) by apache.org (qpsmtpd/0.29) with ESMTP; Fri, 21 Jun 2013 19:35:20 +0000 Date: Fri, 21 Jun 2013 19:35:20 +0000 (UTC) From: "Ajo Fod (JIRA)" To: issues@commons.apache.org Message-ID: In-Reply-To: References: Subject: [jira] [Commented] (MATH-418) add a storeless version of Percentile MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: quoted-printable X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 [ https://issues.apache.org/jira/browse/MATH-418?page=3Dcom.atlassian.j= ira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=3D136906= 35#comment-13690635 ]=20 Ajo Fod commented on MATH-418: ------------------------------ Just in case anyone is interested: The colt implementation for the class he= re: http://acs.lbl.gov/software/colt/api/hep/aida/bin/QuantileBin1D.html is based on the paper by Manku: http://www.cs.umd.edu/~samir/498/manku.pdf =20 > add a storeless version of Percentile > ------------------------------------- > > Key: MATH-418 > URL: https://issues.apache.org/jira/browse/MATH-418 > Project: Commons Math > Issue Type: New Feature > Affects Versions: 2.1 > Reporter: Luc Maisonobe > Fix For: 4.0 > > > The Percentile class can handle only in-memory data. > It would be interesting to use an on-line algorithm to estimate quantiles= as a storeless statistic. > An example of such an algorithm is the exponentially weighted stochastic = approximation described in a 2000 paper by Fei Chen , Diane Lambert and = Jos=C3=A9 C. Pinheiro "Incremental Quantile Estimation for Massive Tracking= " which can be retrieved from CiteSeerX at [http://citeseerx.ist.psu.edu/vi= ewdoc/summary?doi=3D10.1.1.105.1580]. -- This message is automatically generated by JIRA. If you think it was sent incorrectly, please contact your JIRA administrato= rs For more information on JIRA, see: http://www.atlassian.com/software/jira