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https://issues.apache.org/jira/browse/MATH-1132?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14045811#comment-14045811
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Gilles commented on MATH-1132:
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Thanks for your dedication to the "Percentile" issues.

But please try not to mix too many things. Proposing a new API (e.g. 
"DoubleTransformer") is a feature request, that should be submitted to the 
"dev" ML. Of course, you are most welcome to argue usefulness with the actual 
examples (e.g. "NaNStrategy" and "Percentile") you have in mind.
But it can also happen that the proposition is too narrowly focused and a 
discussion on "dev" can come up with a more general proposition...
Once approved, an issue can be opened here, in order to implement a specific 
change.
Then using the new API to improve existing code should be the subject of yet 
another report.


> NaN transformation based on NaNStrategy
> ---------------------------------------
>
>                 Key: MATH-1132
>                 URL: https://issues.apache.org/jira/browse/MATH-1132
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.3
>            Reporter: Venkatesha Murthy TS
>             Fix For: 3.4
>
>         Attachments: math-1132.patch
>
>
> The NaNs in a double array may need to be transformed to either +/- Infinity 
> or removed before processing them(say such as in percentile).  
> So basically from documenting angle; we will need to action as follows:
> Whenever a double quantity is a NaN (say in an array); based on the 
> NanStrategy; it needs to be treated as follows before processing:
> a) MAXIMAL -> replace with +infinity
> b) MINIMAL -> replace with -Inifinity
> c) REMOVED -> just remove it 
> d) FIXED -> Leave it as it is 
> e) FAILED -> throw a NaN exception
> Can this documentation be specifically added to NaNStrategy and perhaps a 
> substitution value also can be added to enforce the documentation.
> In addition i will also submit a patch for a simple NaNTransformer 
> implementation.



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