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https://issues.apache.org/jira/browse/MATH-418?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz resolved MATH-418.
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Resolution: Fixed
Fix Version/s: (was: 4.0)
3.4
30-may patch with the following modifications committed in r 1604443:
* Changed class names to "PSquare" to match references
* Changed default quantile to 50 to be consistent with Percentile
* Changed some hashcode implementations to use jdk Arrays.hashcode
* Extracted constants to avoid repeated initialization (low, high marker
indexes)
* Changed random data tests to use a fixed seed
* Miscellaneous javadoc edits
Thanks for the patch!
> 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: 3.4
>
> 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].
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