[MATH-417] improve performance of Percentile

• Type: Improvement
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.1
• Fix Version/s: 2.2
• Assignee: Unassigned
• Reporter: Luc Maisonobe
• Created: 18/Sep/10 15:44
• Updated: 23/Mar/11 20:22
• Resolved: 10/Oct/10 14:51

Description

The 2.1 implementation of Percentile sorts the sample array each time its evaluate method is called.
When a lot of different percentiles are to be computed for the same sample, this unduces a lot of sorting work that could be avoided.
When only one percentile is desired, a complete sort is also a waste of efforts as it runs in O(n ln) when only a selection in O would be sufficient.