Venkatesha Murthy TS created MATH-1112:
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Summary: Implementation of Percentile function that does not need
to store values
Key: MATH-1112
URL: https://issues.apache.org/jira/browse/MATH-1112
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.2, 3.3
Environment: Java supported platform
Reporter: Venkatesha Murthy TS
A new implementation of Percentile calculation based on P Square algorithm(
http://www.cse.wustl.edu/~jain/papers/psqr.htm) is being proposed here. This
new implementation has key advantage that it doesn't need to store inputs and
needs a constant space to compute the percentile as the input is consumed.
This advantage is much required when used in computing the percentiles at
big-data scale or for in-stream analytics.
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