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Percentile #1149

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Merged
merged 8 commits into from
Apr 26, 2025
Merged

Percentile #1149

merged 8 commits into from
Apr 26, 2025

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Jolanrensen
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@Jolanrensen Jolanrensen commented Apr 25, 2025 •
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Helps #961

  • rewrites percentile implementation using quantile implementation (R3 and R8) (Percentile/quantile estimation types #1121)
  • adds quantile implementation
    • based on https://en.wikipedia.org/wiki/Quantile
    • and Hyndman and Fan (1996) Sample Quantiles in Statistical Packages. The American Statistician, 50, 361-365. doi.org/10.2307/2684934
    • Comparing output in tests with Apache Commons Statistics
    • Adds and tests R1, R3, R7, and R8. Will add others later when needed. Currently we only use R3 and R8. R3 for selecting, R8 for linear interpolation (as recommended by the H&F paper). Other statistics libraries often use R7 as default, so we can switch if needed.
    • Rewrote median to use R3 and R8 as well

@Jolanrensen Jolanrensen mentioned this pull request Apr 25, 2025
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@Jolanrensen Jolanrensen added the enhancement New feature or request label Apr 25, 2025
@Jolanrensen Jolanrensen added this to the 1.0.0-Beta1 (0.16) milestone Apr 25, 2025
@Jolanrensen Jolanrensen force-pushed the percentile-overhaul branch from a21bb24 to 048e372 Compare April 25, 2025 15:37
@Jolanrensen Jolanrensen force-pushed the percentile-overhaul branch from 96fdb60 to 1d1060c Compare April 25, 2025 16:00
@Jolanrensen Jolanrensen marked this pull request as ready for review April 26, 2025 10:28
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Might conflict with #1148 but should be solvable

@Jolanrensen Jolanrensen mentioned this pull request Apr 26, 2025
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@zaleslaw zaleslaw merged commit e88baa4 into master Apr 26, 2025
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@Jolanrensen @zaleslaw