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Posted to issues@commons.apache.org by "Venkatesha Murthy TS (JIRA)" <ji...@apache.org> on 2014/04/13 20:56:17 UTC

[jira] [Updated] (MATH-418) add a storeless version of Percentile

     [ https://issues.apache.org/jira/browse/MATH-418?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Venkatesha Murthy TS updated MATH-418:
--------------------------------------

    Attachment: patch

Please ignore files such as build, unversioned_files and file named patch itself in the attached file. the only interested files are java files (one in src/main and another src/test). 

> 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: 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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