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From "Venkatesha Murthy TS (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-418) add a storeless version of Percentile
Date Fri, 30 May 2014 03:06:03 GMT

     [ https://issues.apache.org/jira/browse/MATH-418?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Venkatesha Murthy TS updated MATH-418:
--------------------------------------

    Attachment: 30-may-2014-418-psquare-patch

I have incorporated almost all comments. Please find the latest patch by date 30-may-2014-418-psquare-patch.

Please suggest for further changes and i am greatly indebted to the review comments and hope
to have much less going further. 

 One question i have though is if i need to major algorithm part which is under private static
now; i am under the impression to provide a creation method and expose the object as an protected
interface. In order to do coverage and tests ; was forced to do this. Please help me if this
is ok. Now with this i have made sure to not impact existing instance.

Summary:
-------------

a) Modified to use appropriate exception such as NullArgumentException etc
where required
b) Turned all inner classes as private static; however keeping a thin interfaces as protected.
Even this will not impact the existing instance of PSquaredPercentile.
c) I have cleared findbugs, checkstyle, pmd and about 93% of jacoco code coverage.

Thanks a ton. Please let me know if i could do a quick chat over so that i can quickly understand
context and rationale of any further comments.

Regards
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: 30-may-2014-418-psquare-patch, 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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