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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 Sun, 08 Jun 2014 19:28:01 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: percentile-with-estimation-patch

Here is the latest patch with incorporated comments:

a) removed the alternateNam
b)  Removed the comment "Each enum has a MathJax comment about the formulaes" 
c) To best extent i have corrected typos.
d)  Removed all references to R script
e) No mixing of HTML and MathJax for a single formula . Though i would be interested to know
the reasons here. 
f) variable named N is replaced with length for a more descriptive meaning.
g) Added    Some "final" keywords
h) Added     "href" attribute values withindouble-quotes and tried for keepoing in one line.
i) Will send an email to dev ML on this "EstimationTechnique" the best possible name? As it
will be part of the public API, perhaps you could ask this question on the "dev" ML.
j) Done on creating new constant for (0x1 << MAX_CACHED_LEVELS) - 1
k) The medianOf3 method now carries a deprecation message to point to a estimation strategy
setting and as well as the method now throws unsupported operation due to the fact that it
is of no consequence if some one tried to overload the method.. 

Otherwise, the list of alternate percentile definitions seems a nice addition to the CM stat
functionality. 
Thanks for the inputs.

So now in summary 
a) As medianOf3 was exposed as package level access method; with the given change i am proposing
to deprecate the same by trowing an unsupported operation. The reason being; the pivoring
as a strategy has been added which can now be set if it really warrants. Again its access
level is maintained as package level.

b) Added PivotingStrategy enums such as randon and central privoting along with median of
3 approaches.

Many thanks for all the comments Please let me know


> 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.



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