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From "Venkatesha Murthy TS (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Fri, 27 Jun 2014 05:28:25 GMT

    [ https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14045543#comment-14045543
] 

Venkatesha Murthy TS edited comment on MATH-1120 at 6/27/14 5:27 AM:
---------------------------------------------------------------------

Please find attached the changes(27-jun-refactored-pivot+nanchanges.patch) for refactoring
out
a) PivotingStrategyInterface and PivotingStrategy
b) KthSelector
c) Percentile changes for Pivoting, KthSelector refactoring

In addition Please make sure to apply math-1132.patch before applying this patch as it has
a dependency on nan changes done in MATH-1132.

Please let me know. 

This is the latest changes as per discussion over dev mailing list on MATH-1120.


was (Author: vmurthy):
Please find attached the changes for refactoring
a) PivotingStrategyInterface and PivotingStrategy
b) KthSelector
c) Percentile changes for Pivoting, KthSelector refactoring

In addition Please make sure to apply math-1132.patch before applying this patch as it has
a dependency on nan changes done in MATH-1132.

Please let me know. 

This is the latest changes as per discussion over dev mailing list on MATH-1120.

> 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: 18-jun-percentile-with-estimation-patch, 27-jun-refactored-pivot+nanchanges.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
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.
> Please let me know if i could submit this as a patch.



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