Re: [math] Proposal for New way of Computing an approximate Percentile without storing input data

2014-03-23 Thread Thomas Neidhart
On 03/22/2014 11:31 PM, Ted Dunning wrote: Murthy, I recently developed an alternative algorithm which provides superior accuracy for extreme quantiles. You can read more at https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf?raw=true The library involved is

Re: [math] Proposal for New way of Computing an approximate Percentile without storing input data

2014-03-23 Thread Ted Dunning
On Sun, Mar 23, 2014 at 2:09 AM, Thomas Neidhart thomas.neidh...@gmail.comwrote: There is already an issue for this: https://issues.apache.org/jira/browse/MATH-418 It links also other implementations and algorithms, maybe you could add a link to your's as well? Done. Thanks for the

[math] Proposal for New way of Computing an approximate Percentile without storing input data

2014-03-22 Thread venkatesha m
Hi, I would like to propose for adding new way of computing the percentile without needing to store most of input data.  Since this is my first time on contributing to apache; please help me / correct me if i miss any procedure here. Here are the details. Description:  The Percentile

Re: [math] Proposal for New way of Computing an approximate Percentile without storing input data

2014-03-22 Thread Phil Steitz
On 3/22/14, 2:11 PM, venkatesha m wrote: Hi, I would like to propose for adding new way of computing the percentile without needing to store most of input data. Since this is my first time on contributing to apache; please help me / correct me if i miss any procedure here. Here are the

Re: [math] Proposal for New way of Computing an approximate Percentile without storing input data

2014-03-22 Thread Ted Dunning
Murthy, I recently developed an alternative algorithm which provides superior accuracy for extreme quantiles. You can read more at https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf?raw=true The library involved is available via maven and is apache licensed. Apache