Hi Felix, Thanks for this precious information. Maybe we should document what option was taken by JOrphan if you know it.
On another side, do you agree we should make percentiles / median uniform accross JMeter ? It seems we have at least those choices: - commons-math we already use in BackendListener and Web Report - https://github.com/HdrHistogram/HdrHistogram - https://github.com/tdunning/t-digest/ I think the 2 latest take more into accound performance and memory usage than first one. Regards Philippe On Tue, May 9, 2017 at 9:21 AM, Felix Schumacher < [email protected]> wrote: > Am 09.05.2017 09:11, schrieb pmouawad: > >> Github user pmouawad commented on the issue: >> >> https://github.com/apache/jmeter/pull/296 >> >> Hello @abalanonline , >> Thanks for your replies and explanations ! >> >> I am not a math expert as you seem to be, so I have few questions >> you may be able to help on: >> >> 1. Thanks to your comment, I see default method is LEGACY, and the >> one you have created is R_1. Do you have some insights on the >> different method and their limits / use cases ? >> >> 2. Why does the "bug" you report affect all libraries I checked >> (HdrHistogram, https://github.com/tdunning/t-digest/ and JOrphan ) ? >> Can't it be due to a different method estimation algorithm ? >> >> Note I share your thoughts on using a dedicated library but >> commons-math may be overkill in terms of performance compared to >> HdrHistogram or t-digest. >> > > I have tried to do a bit of research on percentiles, quantiles and median. > > It looks to me, that those "points" are more like ranges, and there is no > exact value. > > R and numpy will interpolate the median and the percentiles/quantiles. The > statistics module > of python 3 has three different median implementations called median, > median_high and median_low, > that interpolate, give the highest possible median and the lowest. > > Wikipedia (the german one), gives a definition of an "Empirisches > Quantile" (empiric quantile), > where it settles on the lower border of the quantiles (and therefore the > median). > > I wonder if we should change our implementation at all. > > Felix > > > >> Thanks >> >> >> --- >> If your project is set up for it, you can reply to this email and have >> your >> reply appear on GitHub as well. If your project does not have this feature >> enabled and wishes so, or if the feature is enabled but not working, >> please >> contact infrastructure at [email protected] or file a JIRA ticket >> with INFRA. >> --- >> > -- Cordialement. Philippe Mouawad.
