Details

Type: New Feature

Status: Open

Priority: Major

Resolution: Unresolved

Affects Version/s: 2.1

Fix Version/s: 4.0

Labels:None
Description
The Percentile class can handle only inmemory data.
It would be interesting to use an online 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.
Issue Links
 is duplicated by

MATH1112 Implementation of Percentile function that does not need to store values
 Closed
I am interested in working on this; but for greater good will wait for 3.1