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From "Venkatesha Murthy TS (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-418) add a storeless version of Percentile
Date Mon, 23 Jun 2014 17:19:25 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: psquare-23-june.patch

Hi Phil,

Thanks for committing.

A small change however and i have attached the patch against today.
a) the public double quantile() method is a simple getter method which just returns the set
quantile during construction. So its not the result. Basically its the  p/100 value which
is within [0.0-1.0]

b) Next in the test method testDistribution() of PSquarePercentileTest.java the fixed seed
random generator need to be used even in here as well. '

Regards
Venkatesh

> 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: 3.4
>
>         Attachments: 30-may-2014-418-psquare-patch, 418-psquare-patch, psquare-23-june.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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