Commons Math
  1. Commons Math
  2. MATH-418

add a storeless version of Percentile

    Details

    • Type: New Feature New Feature
    • Status: Open
    • Priority: Major Major
    • Resolution: Unresolved
    • Affects Version/s: 2.1
    • Fix Version/s: 4.0
    • 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. patch
        72 kB
        Venkatesha Murthy TS

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            • Assignee:
              Unassigned
              Reporter:
              Luc Maisonobe
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                Updated:

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