On Wed, 21 May 2014 13:16:26 -0700, Phil Steitz wrote:
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.
Any objection to having a protected method, as the OP suggested?
Gilles
Phil
[1] Hyndman, R. J. and Fan, Y. (1996) Sample quantiles in
statistical packages, /American Statistician/ *50*, 361–365.
thanks
venkat
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