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Venkatesha Murthy TS updated MATH-418: -------------------------------------- Attachment: psquare-23-june.patch Hi Phil, Thanks for committing. A small change however and i have attached the patch against today. a) the public double quantile() method is a simple getter method which just returns the set quantile during construction. So its not the result. Basically its the p/100 value which is within [0.0-1.0] b) Next in the test method testDistribution() of PSquarePercentileTest.java the fixed seed random generator need to be used even in here as well. ' Regards Venkatesh > add a storeless version of Percentile > ------------------------------------- > > Key: MATH-418 > URL: https://issues.apache.org/jira/browse/MATH-418 > Project: Commons Math > Issue Type: New Feature > Affects Versions: 2.1 > Reporter: Luc Maisonobe > Fix For: 3.4 > > Attachments: 30-may-2014-418-psquare-patch, 418-psquare-patch, > psquare-23-june.patch, psquare-patch > > > 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]. -- This message was sent by Atlassian JIRA (v6.2#6252)