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https://issues.apache.org/jira/browse/MATH-418?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13974887#comment-13974887
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Phil Steitz commented on MATH-418:
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Thanks for the patch, Murthy!
Sorry for the delay reviewing. I am not finished reviewing the implementation,
but need to confirm a couple of things before plowing ahead with it:
0) You are OK removing the @author tag. We don't use those in Apache Commons.
1) The code in the patch is a "clean room" implementation based on the
articles, not a port / translation from another source
2) You can contribute this code under the terms of the Apache Contributor's
License Agreement (https://www.apache.org/licenses/icla.txt)
CheckStyle and Findbugs complain about quite a few things in the source. These
will need to be fixed or explained prior to commit. If you run "mvn site" from
trunk you can see the reports. An updated patch with this stuff cleaned up
would save us some time.
> add a storeless version of Percentile
> -------------------------------------
>
> Key: MATH-418
> URL: https://issues.apache.org/jira/browse/MATH-418
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 2.1
> Reporter: Luc Maisonobe
> Fix For: 4.0
>
> Attachments: patch
>
>
> The Percentile class can handle only in-memory data.
> It would be interesting to use an on-line algorithm to estimate quantiles as
> a storeless statistic.
> An example of such an algorithm is the exponentially weighted stochastic
> approximation described in a 2000 paper by Fei Chen , Diane Lambert and
> José C. Pinheiro "Incremental Quantile Estimation for Massive Tracking" which
> can be retrieved from CiteSeerX at
> [http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.105.1580].
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