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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:
---------------------------------------
Attachment: r-output.txt
percentile-with-estimation-patch
Attached is the new patch which has the following changes
Firstly, i have verified in my cygwin environment that the following command
for patching works. (Did svn revert first and then tried this command)
$ patch -p0 -i ../../vmurthy/patch
patching file
src/test/java/org/apache/commons/math3/stat/descriptive/rank/PercentileTest.java
patching file
src/test/java/org/apache/commons/math3/stat/descriptive/rank/MedianTest.java
patching file
src/main/java/org/apache/commons/math3/stat/descriptive/rank/Percentile.java
patching file
src/main/java/org/apache/commons/math3/stat/descriptive/rank/Median.java
Next, the following are the responses for clarifications asked in the email.
> IIUC, in this reference
> http://stat.ethz.ch/R-manual/R-devel/library/stats/html/quantile.html
> what you called "EstimationTechnique" is referred to as "Type".
>
> Then the R manual uses a numbering: 1 to 9.
>
Done and re-named the EstimationTechnique as Type.
>
> Was Commons Math's implementation none of those nine types?
>
Commons Math implementation comes very close to R_6(infact the index
calculation is same) however it is the max and min limits
as to when x1 and xN needs to be considered that would differ between CM and
R_6..(I have put this in java doc of R_6)
> I wouldn't name the CM's implementation DEFAULT (and the R's manual
> refers to a paper that recommends "type 8").
>
Renamed DEFAULT as CM and all others are named as R_1,R_2, etc..
However, By default the type i have set is CM due to the fact the existing
behaviour should be provided witout setting any new configuration. I understand
R_8 is recommended; however it may be too much to disrupt users
expectaion/experience by setting R_8 to default than CM. Please let me know
what you think.
> If it's OK to keep a tight link to the R's description of the variants,
> I'd suggest
>
> public enum Type {
> CM, // instead of DEFAULT
> R_1,
> R_2,
> R_3,
> R_4,
> R_5,
> R_6,
> R_7,
> R_8,
> R_9,
> // TYPE_TEN ?
> }
>
Agreed taken. Also not implented the type 10 as i didnt yet get a bench mark
such as R for comparison.
> R_9 is not implemented in the patch. Is it intended?
> Then on the Wikipedia page there is an unnamed 10th variant, also
> not implemented.
>
Well yes i didnt go about implementing all of them however initially. But;
i have added all of them except 10th type.
> People knowledgeable in what should be expected from such a
> functionality are most welcome to provide feedback...
Gilles:Thanks so much for the comments. Every one Please let know
I have added AtomicInteger (not b'cos of Threads)but as a holder for Int (akin
to INOUT parameter). Ididnt add this exolicitly as i felt the variable name
lengthHolder suggests the reason contextually.
> 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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