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https://issues.apache.org/jira/browse/MAHOUT-1361?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Suneel Marthi updated MAHOUT-1361:
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Description:
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.
was:
Implementation of Ted Dunning's paper and initial work on this subject.
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.
> 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
>
>
> 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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