[jira] [Updated] (MATH-1120) Need Percentile computations that can be matched with standard spreadsheet formula

["Venkatesha Murthy TS (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-1120?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Venkatesha Murthy TS updated MATH-1120:
---------------------------------------

    Attachment: math-1120-removeAndSlice.patch

Hi

This patch has the following changes:

a) Small refactor in replaceAndSlice that makes a call to Precision.equalsIncludingNan that handles the NaN check effectively

b) removeAndSlice slightly re-written to optimize on
    i) calling System.arraycopy - as now it goes by a bulk lengt of copy   between the two occurances of removable item (as against one after another)
   ii) This is a correction: The last leg of copy checks correctly till begin + length (as against checking till length)

Please let know.

> Need Percentile computations that can be matched with standard spreadsheet formula
> ----------------------------------------------------------------------------------
>
>                 Key: MATH-1120
>                 URL: https://issues.apache.org/jira/browse/MATH-1120
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.2
>            Reporter: Venkatesha Murthy TS
>              Labels: Percentile
>             Fix For: 4.0
>
>         Attachments: 18-jun-percentile-with-estimation-patch, 27-jun-refactored-kth-pivoting.patch, excel-percentile-patch, math-1120-removeAndSlice.patch, percentile-with-estimation-patch, r-output.txt
>
>   Original Estimate: 504h
>  Remaining Estimate: 504h
>
> The current Percentile implementation assumes and hard-codes the quantile pth position as 
> p * (N+1)/100 and provides a kth selected value.
> However if we need to verify compare/contrast with standard statistical tools such as say MS Excel; it would be good to provide an extensible way of morphing this selection of position than hard code.
> For example in order to generate the percentile closely matching with MS Excel the position required may be [p*(N-1)/100]+1.
> Please let me know if i could submit this as a patch.



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