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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Wed, 21 May 2014 18:19:38 GMT

    [ https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14005018#comment-14005018
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Gilles commented on MATH-1120:
------------------------------

bq. As per your comment i removed the ExcelPercentile as a main class and moved it under test
but however the main intent was in the changes related to Percentile (basically the computeQuantilePosition
method)

I get it now!  Being able to override the definition (as per your patch, indeed) should be
quite acceptable.


> Need Percentile computations that can be matched with standard spreadsheet formula
> ----------------------------------------------------------------------------------
>
>                 Key: MATH-1120
>                 URL: https://issues.apache.org/jira/browse/MATH-1120
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.2
>            Reporter: Venkatesha Murthy TS
>              Labels: Percentile
>             Fix For: 4.0
>
>         Attachments: excel-percentile-patch
>
>   Original Estimate: 504h
>  Remaining Estimate: 504h
>
> The current Percentile implementation assumes and hard-codes the quantile pth position
as 
> p * (N+1)/100 and provides a kth selected value.
> However if we need to verify compare/contrast with standard statistical tools such as
say MS Excel; it would be good to provide an extensible way of morphing this selection of
position than hard code.
> For example in order to generate the percentile closely matching with MS Excel the position
required may be [p*(N-1)/100]+1.
> I do have patch ready with small change needed in Percentile class and a new ExcelPercentile
class written with tests closely matching with that of PercentileTest class.
> Please let me know if i could submit this as a patch.



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