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From "Otmar Ertl (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1159) Add quartiles to SummaryStatistics
Date Wed, 22 Oct 2014 19:52:34 GMT

    [ https://issues.apache.org/jira/browse/MATH-1159?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14180422#comment-14180422
] 

Otmar Ertl commented on MATH-1159:
----------------------------------

If multiple quantile values need to be computed simultaneously (e.g lower quartile, median,
and upper quartile), it would make sense to use the P² algorithm for histograms that uses
more than 5 marker positions as described in the original paper. Depending on the desired
quantile values different sets of marker positions could be used. Using a PSquarePercentile
object for each of the desired quantiles has some overhead. For example, each of them store
the minimum and the maximum value. The 2nd and 4th marker positions used for the median correspond
to the 3rd marker positions of the lower and upper quartiles, respectively. In summary, a
P² algorithm implementation that calculates all desired quantiles simultaneously would be
much more efficient.

> Add quartiles to SummaryStatistics
> ----------------------------------
>
>                 Key: MATH-1159
>                 URL: https://issues.apache.org/jira/browse/MATH-1159
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.3
>            Reporter: Phil Steitz
>
> Using PSquarePercentile, we can add quartile computation to SummaryStatistics.  Since
maintaining quartiles will add some overhead, implementation should allow the feature to be
turned off via some kind of constructor flag.  This does open the can of worms regarding turning
on / off other stats, which is probably a good thing to think about as the implementation
of this feature is developed.



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