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https://issues.apache.org/jira/browse/MATH-418?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14047194#comment-14047194
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Venkatesha Murthy TS commented on MATH-418:
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Hi Phil,
Thanks for taking the patch.
Some how it seemed initially as though getResult value being stored in quantile
and is being returned.
Well, now after i re-read the javadoc it kind of conveys its just a getter. I
was just trying to make it bit more explicit by saying that @return will
return (or get ) just the desired input quantile set during construction.
I guess we can live without that explicit comment.
> 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-23-june.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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