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From "Venkatesha Murthy TS (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Sat, 10 May 2014 22:12:30 GMT
Venkatesha Murthy TS created MATH-1120:
------------------------------------------

             Summary: 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
             Fix For: 4.0


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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