commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Venkatesha Murthy TS (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Wed, 04 Jun 2014 05:12:01 GMT

     [ https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Venkatesha Murthy TS updated MATH-1120:
---------------------------------------

    Attachment: r-output.txt

Just attaching the r-output that i used for verification

So basically i started with R1,R2,R3,R4,R7,R8 and DEFAULT estimations.

However one of the test asserts with Multiple Positive infinities is not matching for R1,R2,R3,R4
where as it matches for R7,R8 and DEFAULT (which is apache commons).  I am not clear on that
still and looking at that. May need some help there.



> 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: 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.



--
This message was sent by Atlassian JIRA
(v6.2#6252)

Mime
View raw message