Commons Math
  1. Commons Math
  2. MATH-418

add a storeless version of Percentile

    Details

    • Type: New Feature New Feature
    • Status: Closed
    • Priority: Major Major
    • Resolution: Fixed
    • Affects Version/s: 2.1
    • Fix Version/s: 3.4
    • Labels:
      None

      Description

      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 José C. Pinheiro "Incremental Quantile Estimation for Massive Tracking" which can be retrieved from CiteSeerX at http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.105.1580.

      1. psquare-patch
        99 kB
        Venkatesha Murthy TS
      2. 418-psquare-patch
        96 kB
        Venkatesha Murthy TS
      3. 30-may-2014-418-psquare-patch
        66 kB
        Venkatesha Murthy TS
      4. psquare-23-june.patch
        2 kB
        Venkatesha Murthy TS

        Issue Links

          Activity

          Luc Maisonobe created issue -
          Phil Steitz made changes -
          Field Original Value New Value
          Fix Version/s 3.1 [ 12317576 ]
          Fix Version/s 3.0 [ 12314824 ]
          Luc Maisonobe made changes -
          Fix Version/s 4.0 [ 12317577 ]
          Fix Version/s 3.1 [ 12317576 ]
          Phil Steitz made changes -
          Link This issue is duplicated by MATH-1112 [ MATH-1112 ]
          Venkatesha Murthy TS made changes -
          Attachment patch [ 12639989 ]
          Venkatesha Murthy TS made changes -
          Attachment psquare-patch [ 12643679 ]
          Venkatesha Murthy TS made changes -
          Attachment patch [ 12639989 ]
          Venkatesha Murthy TS made changes -
          Attachment 418-psquare-patch [ 12645926 ]
          Venkatesha Murthy TS made changes -
          Attachment 30-may-2014-418-psquare-patch [ 12647518 ]
          Phil Steitz made changes -
          Status Open [ 1 ] Resolved [ 5 ]
          Fix Version/s 3.4 [ 12326946 ]
          Fix Version/s 4.0 [ 12317577 ]
          Resolution Fixed [ 1 ]
          Venkatesha Murthy TS made changes -
          Attachment psquare-23-june.patch [ 12651999 ]
          Luc Maisonobe made changes -
          Status Resolved [ 5 ] Closed [ 6 ]

            People

            • Assignee:
              Unassigned
              Reporter:
              Luc Maisonobe
            • Votes:
              0 Vote for this issue
              Watchers:
              9 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved:

                Development