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Date: Sun, 15 Jun 2014 20:02:02 +0000 (UTC)
From: "Venkatesha Murthy TS (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
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Subject: [jira] [Commented] (MATH-418) add a storeless version of Percentile
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    [ https://issues.apache.org/jira/browse/MATH-418?page=3Dcom.atlassian.j=
ira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=3D140320=
12#comment-14032012 ]=20

Venkatesha Murthy TS commented on MATH-418:
-------------------------------------------

Hi

Any other comments or if otherwise everything is fine; please let me know w=
hen it would be committed

thanks
venkatesh

> add a storeless version of Percentile
> -------------------------------------
>
>                 Key: MATH-418
>                 URL: https://issues.apache.org/jira/browse/MATH-418
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 2.1
>            Reporter: Luc Maisonobe
>             Fix For: 4.0
>
>         Attachments: 30-may-2014-418-psquare-patch, 418-psquare-patch, ps=
quare-patch
>
>
> The Percentile class can handle only in-memory data.
> It would be interesting to use an on-line algorithm to estimate quantiles=
 as a storeless statistic.
> An example of such an algorithm is the exponentially weighted stochastic =
approximation  described in a 2000 paper by Fei Chen ,  Diane Lambert  and =
Jos=C3=A9 C. Pinheiro "Incremental Quantile Estimation for Massive Tracking=
" which can be retrieved from CiteSeerX at [http://citeseerx.ist.psu.edu/vi=
ewdoc/summary?doi=3D10.1.1.105.1580].


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