# [MATH-1120] Needed opinion about support on variations in percentile calculation

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## [MATH-1120] Needed opinion about support on variations in percentile calculation

 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; which is why i request for allowing the quantile position to be customized. Infact even the kth selection used can also be refactored as a strategy(than as a private methods) as a further step. 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] . Request all to opinionate on this thanks venkat
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## RE: [MATH-1120] Needed opinion about support on variations in percentile calculation

 There are various ways to compute percentiles and statistical programs use different methods by default. I would prefer that we do like R and provide multiple options for the type of percentile computation. See http://stat.ethz.ch/R-manual/R-patched/library/stats/html/quantile.html  Patrick -----Original Message----- From: venkatesha murthy [mailto:[hidden email]] Sent: Wednesday, May 21, 2014 3:18 PM To: [hidden email] Subject: [MATH-1120] Needed opinion about support on variations in percentile calculation 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; which is why i request for allowing the quantile position to be customized. Infact even the kth selection used can also be refactored as a strategy(than as a private methods) as a further step. 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] . Request all to opinionate on this thanks venkat --------------------------------------------------------------------- To unsubscribe, e-mail: [hidden email] For additional commands, e-mail: [hidden email]
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 In reply to this post by venkatesha murthy 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] > > 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: [hidden email] For additional commands, e-mail: [hidden email]
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 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] >> >> 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 >> --------------------------------------------------------------------- To unsubscribe, e-mail: [hidden email] For additional commands, e-mail: [hidden email]
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 On 5/21/14, 1:43 PM, Gilles wrote: > 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] >>> >>> 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? The problem there is that it forces the user to actually subclass and once that is done the behavior is essentially undefined (i.e., the end user of whatever is created doesn't really have a clearly defined contract unless they rewrite it).   Much better to actually implement - and document - alternatives. That approach also only covers one aspect of the variability in algorithms. Phil > > > Gilles > >> >> 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: [hidden email] > For additional commands, e-mail: [hidden email] > > --------------------------------------------------------------------- To unsubscribe, e-mail: [hidden email] For additional commands, e-mail: [hidden email]
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 All, Agreed and thanks for opinionating.. I will work through this to get up with a draft design on the same and propse for review in some time. Thanks Venkat. On Thu, May 22, 2014 at 2:27 AM, Phil Steitz <[hidden email]> wrote: >  On 5/21/14, 1:43 PM, Gilles wrote: > > 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] > >>> > >>> 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? > > The problem there is that it forces the user to actually subclass > and once that is done the behavior is essentially undefined (i.e., > the end user of whatever is created doesn't really have a clearly > defined contract unless they rewrite it).   Much better to actually > implement - and document - alternatives. > > That approach also only covers one aspect of the variability in > algorithms. > > Phil >  > > > > > Gilles > > > >> > >> 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: [hidden email] > > For additional commands, e-mail: [hidden email] > > > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [hidden email] > For additional commands, e-mail: [hidden email] > >
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 I have gone through Wikipedia and R functions to get an understanding. My idea is to come up with different estimation techniques as strategies (Enums) and constrction inject during percentile object creation. The evaluate method could then use this estimation tecnhique to complete the computation. kth selection, pivoting can be futher encapsulated as nested classes and be used within EstimationTecnhique Enum. I have updated the bug 1120 along with a patch for more details. Please let know your opinions. Thanks Venkat. On Thu, May 22, 2014 at 7:53 AM, venkatesha murthy < [hidden email]> wrote: > All, > > Agreed and thanks for opinionating.. > I will work through this to get up with a draft design on the same and > propse for review in some time. > > Thanks > Venkat. > > On Thu, May 22, 2014 at 2:27 AM, Phil Steitz <[hidden email]> > wrote: > >>  On 5/21/14, 1:43 PM, Gilles wrote: >> > 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] >> >>> >> >>> 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? >> >> The problem there is that it forces the user to actually subclass >> and once that is done the behavior is essentially undefined (i.e., >> the end user of whatever is created doesn't really have a clearly >> defined contract unless they rewrite it).   Much better to actually >> implement - and document - alternatives. >> >> That approach also only covers one aspect of the variability in >> algorithms. >> >> Phil >>  > >> > >> > Gilles >> > >> >> >> >> 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: [hidden email] >> > For additional commands, e-mail: [hidden email] >> > >> > >> >> >> --------------------------------------------------------------------- >> To unsubscribe, e-mail: [hidden email] >> For additional commands, e-mail: [hidden email] >> >> >
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 Hi All, I am looking for opinion on the name of the enum for the various estimation strategies. This is a public static enum under Percentile and i wish to call it EstimationTecnique. Would appreciate if you can provide feedback on the name or the current proposed name is fine. I have the patch attached to MATH-1120 (percentile-wth-estimation-patch) for the reference. thanks venkat. -------------------------------------------- On Mon, 2/6/14, venkatesha murthy <[hidden email]> wrote:  Subject: Re: [MATH-1120] Needed opinion about support on variations in percentile calculation  To: "Commons Developers List" <[hidden email]>  Date: Monday, 2 June, 2014, 2:01 AM    I have gone through Wikipedia and R  functions to get an understanding.    My idea is to come up with different estimation techniques  as strategies  (Enums) and constrction inject during percentile object  creation.  The evaluate method could then use this estimation tecnhique  to complete  the computation. kth selection, pivoting can be futher  encapsulated as  nested classes and be used within EstimationTecnhique Enum.    I have updated the bug 1120 along with a patch for more  details. Please let  know your opinions.    Thanks  Venkat.      On Thu, May 22, 2014 at 7:53 AM, venkatesha murthy <  [hidden email]>  wrote:    > All,  >  > Agreed and thanks for opinionating..  > I will work through this to get up with a draft design  on the same and  > propse for review in some time.  >  > Thanks  > Venkat.  >  > On Thu, May 22, 2014 at 2:27 AM, Phil Steitz <[hidden email]>  > wrote:  >  >>  On 5/21/14, 1:43 PM, Gilles wrote:  >> > 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]  >> >>>  >> >>> 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?  >>  >> The problem there is that it forces the user to  actually subclass  >> and once that is done the behavior is essentially  undefined (i.e.,  >> the end user of whatever is created doesn't really  have a clearly  >> defined contract unless they rewrite  it).   Much better to actually  >> implement - and document - alternatives.  >>  >> That approach also only covers one aspect of the  variability in  >> algorithms.  >>  >> Phil  >>  >  >> >  >> > Gilles  >> >  >> >>  >> >> 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: [hidden email]  >> > For additional commands, e-mail: [hidden email]  >> >  >> >  >>  >>  >>  ---------------------------------------------------------------------  >> To unsubscribe, e-mail: [hidden email]  >> For additional commands, e-mail: [hidden email]  >>  >>  > --------------------------------------------------------------------- To unsubscribe, e-mail: [hidden email] For additional commands, e-mail: [hidden email]
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 On Mon, 9 Jun 2014 20:03:57 +0800 (SGT), venkatesha m wrote: > Hi All, > > I am looking for opinion on the name of the enum for the various > estimation strategies. > This is a public static enum under Percentile and i wish to call it > EstimationTecnique. > Would appreciate if you can provide feedback on the name or the > current proposed name is fine. > > I have the patch attached to MATH-1120 > (percentile-wth-estimation-patch) for the reference. IIUC, in this reference    http://stat.ethz.ch/R-manual/R-devel/library/stats/html/quantile.htmlwhat you called "EstimationTechnique" is referred to as "Type". Then the R manual uses a numbering: 1 to 9. Was Commons Math's implementation none of those nine types? I wouldn't name the CM's implementation DEFAULT (and the R's manual refers to a paper that recommends "type 8"). If it's OK to keep a tight link to the R's description of the variants, I'd suggest public enum Type {    CM,  // instead of DEFAULT    R_1,    R_2,    R_3,    R_4,    R_5,    R_6,    R_7,    R_8,    R_9,    // TYPE_TEN ? } R_9 is not implemented in the patch. Is it intended? Then on the Wikipedia page there is an unnamed 10th variant, also not implemented. People knowledgeable in what should be expected from such a functionality are most welcome to provide feedback... Regards, Gilles --------------------------------------------------------------------- To unsubscribe, e-mail: [hidden email] For additional commands, e-mail: [hidden email]
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 As a consumer of the library I'll have no idea what R_1 means. Even if I know what is is, I might have forgotten what it is at the time of usage, so a mental reminder might be useful. At the minimum the javadoc should refer to the link you have shown. Even better if you rather use something like INV_EDF_R1 which at least might remind me that it is the inverse empiral distribution function and is equivalent to R's Type 1. HTH On 11 June 2014 11:40, Gilles <[hidden email]> wrote: > On Mon, 9 Jun 2014 20:03:57 +0800 (SGT), venkatesha m wrote: > >> Hi All, >> >> I am looking for opinion on the name of the enum for the various >> estimation strategies. >> This is a public static enum under Percentile and i wish to call it >> EstimationTecnique. >> Would appreciate if you can provide feedback on the name or the >> current proposed name is fine. >> >> I have the patch attached to MATH-1120 >> (percentile-wth-estimation-patch) for the reference. >> > > IIUC, in this reference >   http://stat.ethz.ch/R-manual/R-devel/library/stats/html/quantile.html> what you called "EstimationTechnique" is referred to as "Type". > > Then the R manual uses a numbering: 1 to 9. > > Was Commons Math's implementation none of those nine types? > I wouldn't name the CM's implementation DEFAULT (and the R's manual > refers to a paper that recommends "type 8"). > > If it's OK to keep a tight link to the R's description of the variants, > I'd suggest > > public enum Type { >   CM,  // instead of DEFAULT >   R_1, >   R_2, >   R_3, >   R_4, >   R_5, >   R_6, >   R_7, >   R_8, >   R_9, >   // TYPE_TEN ? > } > > R_9 is not implemented in the patch. Is it intended? > Then on the Wikipedia page there is an unnamed 10th variant, also > not implemented. > > People knowledgeable in what should be expected from such a > functionality are most welcome to provide feedback... > > > Regards, > Gilles > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [hidden email] > For additional commands, e-mail: [hidden email] > >
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## Re: [MATH-1120] Needed opinion about support on variations in percentile calculation

 On Wed, 11 Jun 2014 11:50:13 +0100, Schalk W. Cronjé wrote: > As a consumer of the library I'll have no idea what R_1 means. Even > if I > know what is is, I might have forgotten what it is at the time of > usage, so > a mental reminder might be useful. At the minimum the javadoc should > refer > to the link you have shown. In the current state, the Javadoc refers to a Wikipedia article, which itself refers to the R manual. The Javadoc also shows the formulae used to implement the variant at hand. > Even better if you rather use something like INV_EDF_R1 which at > least > might remind me that it is the inverse empiral distribution function > and is > equivalent to R's Type 1. I also prefer explicit names but I have no idea of what would be explicit enough (without being extremely lengthy). Regards, Gilles > > HTH > > > On 11 June 2014 11:40, Gilles <[hidden email]> wrote: > >> On Mon, 9 Jun 2014 20:03:57 +0800 (SGT), venkatesha m wrote: >> >>> Hi All, >>> >>> I am looking for opinion on the name of the enum for the various >>> estimation strategies. >>> This is a public static enum under Percentile and i wish to call it >>> EstimationTecnique. >>> Would appreciate if you can provide feedback on the name or the >>> current proposed name is fine. >>> >>> I have the patch attached to MATH-1120 >>> (percentile-wth-estimation-patch) for the reference. >>> >> >> IIUC, in this reference >>   >> http://stat.ethz.ch/R-manual/R-devel/library/stats/html/quantile.html>> what you called "EstimationTechnique" is referred to as "Type". >> >> Then the R manual uses a numbering: 1 to 9. >> >> Was Commons Math's implementation none of those nine types? >> I wouldn't name the CM's implementation DEFAULT (and the R's manual >> refers to a paper that recommends "type 8"). >> >> If it's OK to keep a tight link to the R's description of the >> variants, >> I'd suggest >> >> public enum Type { >>   CM,  // instead of DEFAULT >>   R_1, >>   R_2, >>   R_3, >>   R_4, >>   R_5, >>   R_6, >>   R_7, >>   R_8, >>   R_9, >>   // TYPE_TEN ? >> } >> >> R_9 is not implemented in the patch. Is it intended? >> Then on the Wikipedia page there is an unnamed 10th variant, also >> not implemented. >> >> People knowledgeable in what should be expected from such a >> functionality are most welcome to provide feedback... >> >> >> Regards, >> Gilles >> >> >> >> --------------------------------------------------------------------- >> To unsubscribe, e-mail: [hidden email] >> For additional commands, e-mail: [hidden email] >> >> --------------------------------------------------------------------- To unsubscribe, e-mail: [hidden email] For additional commands, e-mail: [hidden email]