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From "Venkatesha Murthy TS (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-418) add a storeless version of Percentile
Date Wed, 21 May 2014 17:12:39 GMT

    [ https://issues.apache.org/jira/browse/MATH-418?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14004926#comment-14004926
] 

Venkatesha Murthy TS commented on MATH-418:
-------------------------------------------

just wanted to add few points here:

First of, many thanks for suggesting a good set of comments which i have tried incorporating
allmost all of them.

The new patch to be used for review is 418-psquare-patch, 

a) The earlier reasons for using variables such as n, np etc were to indicate the variables
as close as possible to resemble variables used in the paper. However i have already incorporated
self describing long names in the new patch

b) is there a way to put these rules in checkstyle or such things to automate; as its hard
to remember to manually do these every time. Please let me know if this is available somewhere
so i can use

c) Do i need to remove the earlier patch file as having 2 patch files may confuse. Please
let know.

thanks again
venkat.

> 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
>
>         Attachments: 418-psquare-patch, psquare-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
statistic.
> 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 [http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.105.1580].



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