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From "Ted Dunning (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MAHOUT-1361) Online algorithm for computing accurate Quantiles using 1-D clustering
Date Fri, 22 Nov 2013 05:16:36 GMT

    [ https://issues.apache.org/jira/browse/MAHOUT-1361?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13829657#comment-13829657
] 

Ted Dunning commented on MAHOUT-1361:
-------------------------------------

{quote}
does Q-digest to anything that t-digest just cannot do?
{quote}
No.  Not that I know of.

{quote}
is stream-lib the right home for t-digest? (not sure if Mahout depends on it already/yet)
{quote}
I think that steam-lib is *a* good place for it.

> Online algorithm for computing accurate Quantiles using 1-D clustering
> ----------------------------------------------------------------------
>
>                 Key: MAHOUT-1361
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-1361
>             Project: Mahout
>          Issue Type: New Feature
>          Components: Math
>    Affects Versions: 0.9
>            Reporter: Suneel Marthi
>            Assignee: Suneel Marthi
>             Fix For: 0.9
>
>         Attachments: MAHOUT-1361.patch
>
>
> Implementation of Ted Dunning's paper and initial work on this subject. See https://github.com/tdunning/t-digest/blob/master/docs/theory/t-digest-paper/histo.pdf
for the paper.
> An on-line algorithm for computing approximations of rank-based statistics that allows
controllable accuracy. This algorithm can also be used to compute hybrid statistics such as
trimmed means in addition to computing arbitrary quantiles.



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