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https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Venkatesha Murthy TS updated MATH-1120:
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Description:
The current Percentile implementation assumes and hard-codes the quantile pth
position as
p * (N+1)/100 and provides a kth selected value.
However if we need to verify compare/contrast with standard statistical tools
such as say MS Excel; it would be good to provide an extensible way of morphing
this selection of position than hard code.
For example in order to generate the percentile closely matching with MS Excel
the position required may be [p*(N-1)/100]+1.
Please let me know if i could submit this as a patch.
was:
The current Percentile implementation assumes and hard-codes the quantile pth
position as
p * (N+1)/100 and provides a kth selected value.
However if we need to verify compare/contrast with standard statistical tools
such as say MS Excel; it would be good to provide an extensible way of morphing
this selection of position than hard code.
For example in order to generate the percentile closely matching with MS Excel
the position required may be [p*(N-1)/100]+1.
I do have patch ready with small change needed in Percentile class and a new
ExcelPercentile class written with tests closely matching with that of
PercentileTest class.
Please let me know if i could submit this as a patch.
> Need Percentile computations that can be matched with standard spreadsheet
> formula
> ----------------------------------------------------------------------------------
>
> Key: MATH-1120
> URL: https://issues.apache.org/jira/browse/MATH-1120
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.2
> Reporter: Venkatesha Murthy TS
> Labels: Percentile
> Fix For: 4.0
>
> Attachments: excel-percentile-patch, percentile-with-estimation-patch
>
> Original Estimate: 504h
> Remaining Estimate: 504h
>
> The current Percentile implementation assumes and hard-codes the quantile pth
> position as
> p * (N+1)/100 and provides a kth selected value.
> However if we need to verify compare/contrast with standard statistical tools
> such as say MS Excel; it would be good to provide an extensible way of
> morphing this selection of position than hard code.
> For example in order to generate the percentile closely matching with MS
> Excel the position required may be [p*(N-1)/100]+1.
> Please let me know if i could submit this as a patch.
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