Percentile (Apache Commons Math 3.3 API)

org.apache.commons.math3.stat.descriptive.rank

## Class Percentile

- java.lang.Object
- - org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic
  - - org.apache.commons.math3.stat.descriptive.rank.Percentile

- All Implemented Interfaces:
    Serializable, UnivariateStatistic, MathArrays.Function
  Direct Known Subclasses:
    Median

      public class Percentile
      extends AbstractUnivariateStatistic
      implements Serializable

  Provides percentile computation.

  There are several commonly used methods for estimating percentiles (a.k.a. quantiles) based on sample data. For large samples, the different methods agree closely, but when sample sizes are small, different methods will give significantly different results. The algorithm implemented here works as follows:

  1. Let `n` be the length of the (sorted) array and `0 < p <= 100` be the desired percentile.
  2. If `n = 1` return the unique array element (regardless of the value of `p`); otherwise
  3. Compute the estimated percentile position `pos = p * (n + 1) / 100` and the difference, `d` between `pos` and `floor(pos)` (i.e. the fractional part of `pos`).
  4. If `pos < 1` return the smallest element in the array.
  5. Else if `pos >= n` return the largest element in the array.
  6. Else let `lower` be the element in position `floor(pos)` in the array and let `upper` be the next element in the array. Return `lower + d * (upper - lower)`

  To compute percentiles, the data must be at least partially ordered. Input arrays are copied and recursively partitioned using an ordering definition. The ordering used by `Arrays.sort(double[])` is the one determined by `Double.compareTo(Double)`. This ordering makes `Double.NaN` larger than any other value (including `Double.POSITIVE_INFINITY`). Therefore, for example, the median (50th percentile) of `{0, 1, 2, 3, 4, Double.NaN}` evaluates to `2.5.`

  Since percentile estimation usually involves interpolation between array elements, arrays containing `NaN` or infinite values will often result in `NaN` or infinite values returned.

  Since 2.2, Percentile uses only selection instead of complete sorting and caches selection algorithm state between calls to the various `evaluate` methods. This greatly improves efficiency, both for a single percentile and multiple percentile computations. To maximize performance when multiple percentiles are computed based on the same data, users should set the data array once using either one of the `evaluate(double[], double)` or `setData(double[])` methods and thereafter `evaluate(double)` with just the percentile provided.

  Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the `increment()` or `clear()` method, it must be synchronized externally.

  Version:
    $Id: Percentile.java 1416643 2012-12-03 19:37:14Z tn $
  See Also:
    Serialized Form

- - ### Constructor Summary

    Constructors
    Constructor and Description
    `Percentile()` Constructs a Percentile with a default quantile value of 50.0.
    `Percentile(double p)` Constructs a Percentile with the specific quantile value.
    `Percentile(Percentile original)` Copy constructor, creates a new `Percentile` identical to the `original`

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `Percentile` | `copy()` Returns a copy of the statistic with the same internal state.
    `static void` | `copy(Percentile source, Percentile dest)` Copies source to dest.
    `double` | `evaluate(double p)` Returns the result of evaluating the statistic over the stored data.
    `double` | `evaluate(double[] values, double p)` Returns an estimate of the `p`th percentile of the values in the `values` array.
    `double` | `evaluate(double[] values, int start, int length)` Returns an estimate of the `quantile`th percentile of the designated values in the `values` array.
    `double` | `evaluate(double[] values, int begin, int length, double p)` Returns an estimate of the `p`th percentile of the values in the `values` array, starting with the element in (0-based) position `begin` in the array and including `length` values.
    `double` | `getQuantile()` Returns the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
    `void` | `setData(double[] values)` Set the data array.
    `void` | `setData(double[] values, int begin, int length)` Set the data array.
    `void` | `setQuantile(double p)` Sets the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).

    - ### Methods inherited from class org.apache.commons.math3.stat.descriptive.AbstractUnivariateStatistic

      `evaluate, evaluate, getData, getDataRef, test, test, test, test`

    - ### Methods inherited from class java.lang.Object

      `clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

- - ### Constructor Detail

    - #### Percentile

          public Percentile()

      Constructs a Percentile with a default quantile value of 50.0.

    - #### Percentile

          public Percentile(double p)
                     throws MathIllegalArgumentException

      Constructs a Percentile with the specific quantile value.
      Parameters:
        `p` - the quantile
      Throws:
        `MathIllegalArgumentException` - if p is not greater than 0 and less than or equal to 100

    - #### Percentile

          public Percentile(Percentile original)
                     throws NullArgumentException

      Copy constructor, creates a new `Percentile` identical to the `original`
      Parameters:
        `original` - the `Percentile` instance to copy
      Throws:
        `NullArgumentException` - if original is null

  - ### Method Detail

    - #### setData

          public void setData(double[] values)

      Set the data array.

      The stored value is a copy of the parameter array, not the array itself.

      Overrides:
        `setData` in class `AbstractUnivariateStatistic`
      Parameters:
        `values` - data array to store (may be null to remove stored data)
      See Also:
        `AbstractUnivariateStatistic.evaluate()`

    - #### setData

          public void setData(double[] values,
                     int begin,
                     int length)
                       throws MathIllegalArgumentException

      Set the data array. The input array is copied, not referenced.
      Overrides:
        `setData` in class `AbstractUnivariateStatistic`
      Parameters:
        `values` - data array to store
        `begin` - the index of the first element to include
        `length` - the number of elements to include
      Throws:
        `MathIllegalArgumentException` - if values is null or the indices are not valid
      See Also:
        `AbstractUnivariateStatistic.evaluate()`

    - #### evaluate

          public double evaluate(double p)
                          throws MathIllegalArgumentException

      Returns the result of evaluating the statistic over the stored data.

      The stored array is the one which was set by previous calls to `setData(double[])`

      Parameters:
        `p` - the percentile value to compute
      Returns:
        the value of the statistic applied to the stored data
      Throws:
        `MathIllegalArgumentException` - if p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

    - #### evaluate

          public double evaluate(double[] values,
                        double p)
                          throws MathIllegalArgumentException

      Returns an estimate of the `p`th percentile of the values in the `values` array.

      Calls to this method do not modify the internal `quantile` state of this statistic.

      - Returns `Double.NaN` if `values` has length `0`
      - Returns (for any value of `p`) `values[0]` if `values` has length `1`
      - Throws `MathIllegalArgumentException` if `values` is null or p is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

      See `Percentile` for a description of the percentile estimation algorithm used.

      Parameters:
        `values` - input array of values
        `p` - the percentile value to compute
      Returns:
        the percentile value or Double.NaN if the array is empty
      Throws:
        `MathIllegalArgumentException` - if `values` is null or p is invalid

    - #### evaluate

          public double evaluate(double[] values,
                        int start,
                        int length)
                          throws MathIllegalArgumentException

      Returns an estimate of the `quantile`th percentile of the designated values in the `values` array. The quantile estimated is determined by the `quantile` property.

      - Returns `Double.NaN` if `length = 0`
      - Returns (for any value of `quantile`) `values[begin]` if `length = 1`
      - Throws `MathIllegalArgumentException` if `values` is null, or `start` or `length` is invalid

      See `Percentile` for a description of the percentile estimation algorithm used.

      Specified by:
        `evaluate` in interface `UnivariateStatistic`
      Specified by:
        `evaluate` in interface `MathArrays.Function`
      Specified by:
        `evaluate` in class `AbstractUnivariateStatistic`
      Parameters:
        `values` - the input array
        `start` - index of the first array element to include
        `length` - the number of elements to include
      Returns:
        the percentile value
      Throws:
        `MathIllegalArgumentException` - if the parameters are not valid

    - #### evaluate

          public double evaluate(double[] values,
                        int begin,
                        int length,
                        double p)
                          throws MathIllegalArgumentException

      Returns an estimate of the `p`th percentile of the values in the `values` array, starting with the element in (0-based) position `begin` in the array and including `length` values.

      Calls to this method do not modify the internal `quantile` state of this statistic.

      - Returns `Double.NaN` if `length = 0`
      - Returns (for any value of `p`) `values[begin]` if `length = 1`
      - Throws `MathIllegalArgumentException` if `values` is null , `begin` or `length` is invalid, or `p` is not a valid quantile value (p must be greater than 0 and less than or equal to 100)

      See `Percentile` for a description of the percentile estimation algorithm used.

      Parameters:
        `values` - array of input values
        `p` - the percentile to compute
        `begin` - the first (0-based) element to include in the computation
        `length` - the number of array elements to include
      Returns:
        the percentile value
      Throws:
        `MathIllegalArgumentException` - if the parameters are not valid or the input array is null

    - #### getQuantile

          public double getQuantile()

      Returns the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
      Returns:
        quantile

    - #### setQuantile

          public void setQuantile(double p)
                           throws MathIllegalArgumentException

      Sets the value of the quantile field (determines what percentile is computed when evaluate() is called with no quantile argument).
      Parameters:
        `p` - a value between 0 < p <= 100
      Throws:
        `MathIllegalArgumentException` - if p is not greater than 0 and less than or equal to 100

    - #### copy

          public Percentile copy()

      Returns a copy of the statistic with the same internal state.
      Specified by:
        `copy` in interface `UnivariateStatistic`
      Specified by:
        `copy` in class `AbstractUnivariateStatistic`
      Returns:
        a copy of the statistic

    - #### copy

          public static void copy(Percentile source,
                  Percentile dest)
                           throws NullArgumentException

      Copies source to dest.

      Neither source nor dest can be null.

      Parameters:
        `source` - Percentile to copy
        `dest` - Percentile to copy to
      Throws:
        `NullArgumentException` - if either source or dest is null

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