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Venkatesha Murthy TS commented on MATH-418: ------------------------------------------- Hi Just checking if anything else i need to do here. if things look ok;Please let know as to when i could check back on the status of commit on this Thanks Venkat. > 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: 30-may-2014-418-psquare-patch, 418-psquare-patch, > psquare-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]. -- This message was sent by Atlassian JIRA (v6.2#6252)