Venkatesha Murthy TS created MATH-1120:
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Summary: Need Percentile computations that can be matched with
standard spreadsheet formula
Key: MATH-1120
URL: https://issues.apache.org/jira/browse/MATH-1120
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.2
Reporter: Venkatesha Murthy TS
Fix For: 4.0
The current Percentile implementation assumes and hard-codes the quantile pth
position as
p * (N+1)/100 and provides a kth selected value.
However if we need to verify compare/contrast with standard statistical tools
such as say MS Excel; it would be good to provide an extensible way of morphing
this selection of position than hard code.
For example in order to generate the percentile closely matching with MS Excel
the position required may be [p*(N-1)/100]+1.
I do have patch ready with small change needed in Percentile class and a new
ExcelPercentile class written with tests closely matching with that of
PercentileTest class.
Please let me know if i could submit this as a patch.
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