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From "Gilles (JIRA)" <>
Subject [jira] [Commented] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Sun, 22 Jun 2014 19:23:24 GMT


Gilles commented on MATH-1120:

Besides the change I performed in r1604641, I think that "checkNotANumber" should be in "MathArrays"
(and renamed "checkNotNaN").
It could be made similar to the other "check..." methods:
public static void checkNotNaN(double[] array) {
  // ...
provided the code in "Percentile" make the copy before checking.
It is slightly less efficient if an exception is to be thrown, but if that's the case, efficiency
will be low anyways because an exception is raised.

I think that "removeAndSplice" and "replaceAndSplice" should also go to "MathArrays", but,
similarly to "copyOfRange" (in JDK's "Arrays"), the more natural arguments are the indices
"from" and "to" that define the interval (rather then the "start" index and a length).

> Need Percentile computations that can be matched with standard spreadsheet formula
> ----------------------------------------------------------------------------------
>                 Key: MATH-1120
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.2
>            Reporter: Venkatesha Murthy TS
>              Labels: Percentile
>             Fix For: 4.0
>         Attachments: 18-jun-percentile-with-estimation-patch, excel-percentile-patch,
percentile-with-estimation-patch, r-output.txt
>   Original Estimate: 504h
>  Remaining Estimate: 504h
> The current Percentile implementation assumes and hard-codes the quantile pth position
> 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.
> Please let me know if i could submit this as a patch.

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