Apache Commons Math3 Percentile of Number

Question

I'm trying to get the percentile of a particular number within a distribution using the Apache Commons Math3 library, and the Percentile class:

https://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math3/stat/descriptive/rank/Percentile.html

(I'm consuming this in Scala)

If I do:

new Percentile().evaluate(Array(1,2,3,4,5), 80)

Then I get 4 back. However, I want to go the other direction, and give 4 as the input, and get back 80 as the result, ie, the percentile of a given number, not the number at a given percentile.

None of the methods on this class seem to fit or give the result I want. Am I misusing the class? Is there another class I should be using?

Answer 1

You can use an EmpiricalDistribution loaded with your base line values:

@Test
public void testCalculatePercentile() {
    //given
    double[] values = new double[]{1,2,3,4,5};

    EmpiricalDistribution distribution = new EmpiricalDistribution(values.length);
    distribution.load(values);

    //when
    double percentile = distribution.cumulativeProbability(4);

    //then
    assertThat(percentile).isEqualTo(0.8);
}

Answer 2

Seems not to work, as this test should pass (but in fact it doesn't)

@Test
public void testCalculatePercentile() {
    //given
    double[] values = new double[]{2,3,3,3};

    EmpiricalDistribution distribution = new EmpiricalDistribution(values.length);
    distribution.load(values);

    //when
    double percentile = distribution.cumulativeProbability(2.7d);

    //then
    assertThat(percentile).isEqualTo(0.25);
}