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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula
Date Sun, 13 Jul 2014 09:00:13 GMT

    [ https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14060050#comment-14060050
] 

Luc Maisonobe commented on MATH-1120:
-------------------------------------

The patch from June 27th has been applied, with a few changes, as the patch did not include
the factored out classes. The classes were therefore extracted from the previous version and
API adapted for the select method (which now provides the arrays to work on).

Thanks for the patch

As explained on the mailing list, the problem for FIXED NaNStrategy is still there, and I
still want to look at it.

> 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-kth-pivoting.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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