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https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Venkatesha Murthy TS updated MATH-1120:
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Attachment: r-output.txt
Just attaching the r-output that i used for verification
So basically i started with R1,R2,R3,R4,R7,R8 and DEFAULT estimations.
However one of the test asserts with Multiple Positive infinities is not
matching for R1,R2,R3,R4 where as it matches for R7,R8 and DEFAULT (which is
apache commons). I am not clear on that still and looking at that. May need
some help there.
> 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
> Labels: Percentile
> Fix For: 4.0
>
> Attachments: excel-percentile-patch,
> percentile-with-estimation-patch, r-output.txt
>
> Original Estimate: 504h
> Remaining Estimate: 504h
>
> 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.
> Please let me know if i could submit this as a patch.
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