allen yu created MATH-1551:
------------------------------
Summary: Compute Percentile with Weighted Samples
Key: MATH-1551
URL: https://issues.apache.org/jira/browse/MATH-1551
Project: Commons Math
Issue Type: New Feature
Affects Versions: 4.0
Reporter: allen yu
Fix For: 4.0
Attachments: Percentile.java
The class Percentile only support estimation on non-weighted samples.
I've implement some function to estimate percentiles of weighted samples.
here is the reference:
[https://stats.stackexchange.com/questions/13169/defining-quantiles-over-a-weighted-sample]!https://mail.google.com/mail/u/0?ui=2&ik=6059a2f2a6&attid=0.1&permmsgid=msg-a:r-8896240918589631988&th=1737bdaafc3e228f&view=fimg&sz=s0-l75-ft&attbid=ANGjdJ_GwCQ-hqi0o7ZJTEqcl6JLYbFiR2Y1sqxPL8jDNzheraAkX0beEUtAM4BYI2v_5XGvzCPj2gTBQutHT9bF8hYh7MgdiGYZhn0HtDuVswuCSuwy8aJVsvy3EqI&disp=emb&realattid=ii_kcyrjgea0!
When all weights are equal to each other, it works like estimation on
non-weighted samples under R-7.
I can't find formulas for other rules but at least, now it can evaluate
percentile for weighted samples.
--
This message was sent by Atlassian Jira
(v8.3.4#803005)
