On 5/21/14, 12:18 PM, venkatesha murthy wrote: > Hi All, > > The existing Percentile class calculates the percentile based on the > quantile position of the array fixed as > p * (N+1)/100 for a pth Percentile on an Array of size N. However if we > were to add these numbers in MS Excel > to calculate the percentile it provides a different result and closely > resembeles the formula [p*(N-1)/100]+1. > > Its imperative at times to match the computations to a standard spreadsheet > calculations or to a standard tool;
What is "imperative" is that the implementation matches what the documentation says. We do like to compare our results to other packages, though, and to explain differences where they exist. You have basically done that above. > which is why i request for allowing the quantile position to be customized. That is a reasonable request, as there are lots of different ways to compute quantiles. > Infact even the kth selection used > can also be refactored as a strategy(than as a private methods) as a > further step. Agreed. > > So if atleast the Percentile class were to allow the quantile position to > be customized in the sub classes; then > the end user may be helped in providing the formula of their choice. > > The most minimal change i am proposing here is to just make the quantile > position setting as a protected method and i have attached a possible patch > in [MATH-1120] <https://issues.apache.org/jira/browse/MATH-1120> > > Request all to opinionate on this I think that what would be best here would be to really dig into the different kinds of algorithms that see practical use and then encapsulate a strategy object of some kind that could be passed in as an optional constructor argument. I would start with [1] as a reference. We don't actually have to implement anything but what you have immediate need for; but we should design the QuantileStrategy (or better name) object so that it can carry the right configuration parameters for the different strategies likely to be needed. Phil [1] Hyndman, R. J. and Fan, Y. (1996) Sample quantiles in statistical packages, /American Statistician/ *50*, 361–365. > > thanks > venkat > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
