Mercurial > dive4elements > river

annotate artifacts/src/main/java/org/dive4elements/river/artifacts/math/GrubbsOutlier.java @ 9726:0a5239a1e46e 3.2.x

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Upgrade to Log4j 2
author Tom Gottfried <tom@intevation.de>
date Wed, 02 Mar 2022 10:26:50 +0100
parents af13ceeba52a
children
rev   line source
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4897a58c8746 River artifacts: Added new copyright headers.
Sascha L. Teichmann <teichmann@intevation.de>
parents: 5838
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1 /* Copyright (C) 2011, 2012, 2013 by Bundesanstalt für Gewässerkunde
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Sascha L. Teichmann <teichmann@intevation.de>
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2 * Software engineering by Intevation GmbH
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Sascha L. Teichmann <teichmann@intevation.de>
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3 *
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Sascha L. Teichmann <teichmann@intevation.de>
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4 * This file is Free Software under the GNU AGPL (>=v3)
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Sascha L. Teichmann <teichmann@intevation.de>
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5 * and comes with ABSOLUTELY NO WARRANTY! Check out the
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6 * documentation coming with Dive4Elements River for details.
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7 */
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8
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9 package org.dive4elements.river.artifacts.math;
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10
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11 import java.util.List;
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12
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13 import org.apache.commons.math.MathException;
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14
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15 import org.apache.commons.math.distribution.TDistributionImpl;
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16
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17 import org.apache.commons.math.stat.descriptive.moment.Mean;
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18 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation;
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19
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0a5239a1e46e Upgrade to Log4j 2
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20 import org.apache.logging.log4j.Logger;
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21 import org.apache.logging.log4j.LogManager;
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22
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23 public class GrubbsOutlier
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24 {
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25 public static final double EPSILON = 1e-5;
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26
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27 public static final double DEFAULT_ALPHA = 0.05;
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28
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29 private static Logger log = LogManager.getLogger(GrubbsOutlier.class);
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30
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31 protected GrubbsOutlier() {
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32 }
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33
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34 public static Integer findOutlier(List<Double> values) {
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35 return findOutlier(values, DEFAULT_ALPHA, null);
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36 }
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37
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38 public static Integer findOutlier(
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39 List<Double> values,
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40 double alpha,
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41 double[] stdDevResult
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42 ) {
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43 boolean debug = log.isDebugEnabled();
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44
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45 if (debug) {
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46 log.debug("outliers significance: " + alpha);
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47 }
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48
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49 alpha = 1d - alpha;
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50
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51 int N = values.size();
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52
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53 if (debug) {
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54 log.debug("Values to check: " + N);
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55 }
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56
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57 if (N < 3) {
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58 return null;
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59 }
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60
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61 Mean mean = new Mean();
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62 StandardDeviation std = new StandardDeviation();
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63
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64 for (Double value: values) {
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65 double v = value.doubleValue();
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66 mean.increment(v);
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67 std .increment(v);
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68 }
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69
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70 double m = mean.getResult();
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71 double s = std.getResult();
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72
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73 if (debug) {
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74 log.debug("mean: " + m);
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75 log.debug("std dev: " + s);
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76 }
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77
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78 double maxZ = -Double.MAX_VALUE;
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79 int iv = -1;
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80 for (int i = N-1; i >= 0; --i) {
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81 double v = values.get(i).doubleValue();
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82 double z = Math.abs(v - m);
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83 if (z > maxZ) {
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84 maxZ = z;
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85 iv = i;
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86 }
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87 }
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88
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89 if (Math.abs(s) < EPSILON) {
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90 return null;
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91 }
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92
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93 maxZ /= s;
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94
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95 TDistributionImpl tdist = new TDistributionImpl(N-2);
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96
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97 double t;
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98
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99 try {
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100 t = tdist.inverseCumulativeProbability(alpha/(N+N));
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101 }
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102 catch (MathException me) {
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103 log.error(me);
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104 return null;
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105 }
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106
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107 t *= t;
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108
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109 double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t));
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110
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111 if (debug) {
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112 log.debug("max: " + maxZ + " crit: " + za);
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113 }
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114 if (stdDevResult != null) {
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115 stdDevResult[0] = std.getResult();
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116 }
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117 return maxZ > za
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118 ? Integer.valueOf(iv)
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119 : null;
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120 }
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121 }
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122 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :
http://dive4elements.wald.intevation.org