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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Commented] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Mon, 23 Jun 2014 10:05:24 GMT


Luc Maisonobe commented on MATH-1120:

Yes, but the intermediate instances only copy references, so its only a few bytes.
We use the same pattern elsewhere (currently only in a small part of optimization) and intend
to use it further (for example in ODE). Having the instance themselves implement the withXxx
allow the following use case:

 Algo a = new Algo().withX().withY();
 double result1 = a.doSomeHugeComputation();
 Algo b = a.withZ();
 double result2 = b.doSomeHugeComputation();
 double delta = result2 - result1; // here, we have the differential effect of the withZ()

> 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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