Mercurial > dive4elements > river

annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 4187:21f4e4b79121

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Refactor GaugeDischargeCurveFacet to be able to set a facet name For adding another output of the GaugeDischargeCurveArtifact it is necessary to provide to facet instances with different names. Therefore the GaugeDischargeCurveFacet is extended to set the facet name in the constructor.
author Björn Ricks <bjoern.ricks@intevation.de>
date Fri, 19 Oct 2012 13:25:49 +0200
parents b136113dad53
children
rev   line source
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4f7d1ea38404 Added simple Grubb's outlier test.
Sascha L. Teichmann <sascha.teichmann@intevation.de>
parents:
diff changeset
1 package de.intevation.flys.artifacts.math;
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2
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3 import java.util.List;
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4
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5 import org.apache.commons.math.MathException;
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6
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7 import org.apache.commons.math.distribution.TDistributionImpl;
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8
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9 import org.apache.commons.math.stat.descriptive.moment.Mean;
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10 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation;
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12 import org.apache.log4j.Logger;
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13
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14 public class Outlier
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15 {
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16 public static final double EPSILON = 1e-5;
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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17
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18 public static final double DEFAULT_ALPHA = 0.05;
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19
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20 private static Logger log = Logger.getLogger(Outlier.class);
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22 protected Outlier() {
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23 }
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24
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25 public static Integer findOutlier(List<Double> values) {
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26 return findOutlier(values, DEFAULT_ALPHA);
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27 }
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29 public static Integer findOutlier(List<Double> values, double alpha) {
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30 boolean debug = log.isDebugEnabled();
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31
e01b9d1bc941 FixA: Corrected the formulas of Grubbs' test for outliers. Still a bit broken.
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parents: 3011
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32 if (debug) {
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33 log.debug("outliers significance: " + alpha);
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parents: 3011
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34 }
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parents: 3011
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35
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parents: 3011
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36 alpha = 1d - alpha;
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parents: 3011
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37
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38 int N = values.size();
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39
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parents: 3564
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40 if (debug) {
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parents: 3564
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41 log.debug("Values to check: " + N);
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parents: 3564
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42 }
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43
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44 if (N < 3) {
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45 return null;
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parents: 3564
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46 }
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47
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48 Mean mean = new Mean();
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49 StandardDeviation std = new StandardDeviation();
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50
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51 for (Double value: values) {
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52 double v = value.doubleValue();
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53 mean.increment(v);
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54 std .increment(v);
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55 }
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56
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57 double m = mean.getResult();
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58 double s = std.getResult();
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59
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60 if (debug) {
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61 log.debug("mean: " + m);
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62 log.debug("std dev: " + s);
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63 }
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parents: 3564
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64
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65 double maxZ = -Double.MAX_VALUE;
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66 int iv = -1;
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67 for (int i = N-1; i >= 0; --i) {
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68 double v = values.get(i).doubleValue();
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69 double z = Math.abs(v - m);
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70 if (z > maxZ) {
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71 maxZ = z;
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72 iv = i;
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73 }
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parents:
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74 }
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75
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76 if (Math.abs(s) < EPSILON) {
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77 return null;
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parents: 3564
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78 }
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79
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80 maxZ /= s;
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81
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82 TDistributionImpl tdist = new TDistributionImpl(N-2);
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83
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84 double t;
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85
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86 try {
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87 t = tdist.inverseCumulativeProbability(alpha/(N+N));
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88 }
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89 catch (MathException me) {
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parents: 3564
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90 log.error(me);
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91 return null;
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parents: 3564
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92 }
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93
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94 t *= t;
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95
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96 double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t));
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97
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98 if (debug) {
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99 log.debug("max: " + maxZ + " crit: " + za);
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100 }
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101
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102 return maxZ > za
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parents: 3564
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103 ? Integer.valueOf(iv)
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104 : null;
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105 }
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106 }
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parents:
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107 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :
http://dive4elements.wald.intevation.org