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From "Phil Steitz (JIRA)" <>
Subject [jira] [Commented] (MATH-418) add a storeless version of Percentile
Date Tue, 22 Apr 2014 17:08:25 GMT


Phil Steitz commented on MATH-418:

We are a "do-ocracy" here.  Those who actually do the work determine what happens to the code.
 Ted has a cool new algorithm and implementation that he is willing to grant, but he is not
willing to do the work to get it ready to commit.  You have implemented a standard algorithm
that is close to ready to commit.   Complete the cleanup and unless others have technical
issues with the code, I will commit it.

> add a storeless version of Percentile
> -------------------------------------
>                 Key: MATH-418
>                 URL:
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 2.1
>            Reporter: Luc Maisonobe
>             Fix For: 4.0
>         Attachments: patch
> 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
> An example of such an algorithm is the exponentially weighted stochastic approximation
 described in a 2000 paper by Fei Chen ,  Diane Lambert  and José C. Pinheiro "Incremental
Quantile Estimation for Massive Tracking" which can be retrieved from CiteSeerX at [].

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