insaf021 opened a new pull request, #350:
URL: https://github.com/apache/commons-math/pull/350
With the default percentile implementation, on master:
DescriptiveStatistics stats = new DescriptiveStatistics(5); // add 5,
4, 3, 2, 1
stats.getPercentile(50); // 3.0
stats.getValues(); // [1.0, 2.0, 3.0, 4.0, 5.0] expected
[5.0, 4.0, 3.0, 2.0, 1.0]
stats.addValue(100);
stats.getValues(); // [2.0, 3.0, 4.0, 5.0, 100.0] expected
[4.0, 3.0, 2.0, 1.0, 100.0]
double[] x = {5, 4, 3, 2, 1};
StatUtils.percentile(x, 50); // x is now [1.0, 2.0, 3.0, 4.0, 5.0]
`Statistics.Percentile` and `StatUtils` build their Commons Statistics
`Quantile` with `withCopy(false)`, so it partially sorts the array it is given.
`DescriptiveStatistics.getPercentile` evaluates it through `apply`, which
passes the stored window itself, so a read-only query reorders the data. From
then on `getValues()` and `getElement(i)` no longer follow insertion order, and
a rolling window discards the smallest value on the next `addValue` rather than
the oldest, so later statistics are computed over the wrong values (mean 22.8
instead of 22.0 above). `toString()` reports the median and reorders the window
the same way. The `Percentile` class replaced in MATH-1671 (fb1c36b) worked on
a copy, so both call sites changed behaviour in that commit.
Both quantiles now use `withCopy(true)`; `Quantile.withDefaults()` is in
place, so the flag has to be explicit.
`DescriptiveStatisticsTest.testPercentileDoesNotReorderValues` (also run by
`SynchronizedDescriptiveStatisticsTest`) and
`StatUtilsTest.testPercentileDoesNotModifyInput` fail on master and pass with
the fix, and the default `mvn` build is green.
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