Mercurial > dive4elements > river
annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/GrubbsOutlier.java @ 4896:27d58b7b5edd
Builder: When looking for a statement in contexts, also search in macro definitions.
author | Felix Wolfsteller <felix.wolfsteller@intevation.de> |
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date | Tue, 29 Jan 2013 10:52:57 +0100 |
parents | a7d080347ac3 |
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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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11 |
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12 import org.apache.log4j.Logger; |
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13 |
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14 public class GrubbsOutlier |
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15 { |
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16 public static final double EPSILON = 1e-5; |
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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(GrubbsOutlier.class); |
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21 |
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22 protected GrubbsOutlier() { |
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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, null); |
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27 } |
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28 |
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29 public static Integer findOutlier( |
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30 List<Double> values, |
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31 double alpha, |
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32 double[] stdDevResult |
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33 ) { |
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34 boolean debug = log.isDebugEnabled(); |
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35 |
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36 if (debug) { |
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37 log.debug("outliers significance: " + alpha); |
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38 } |
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39 |
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40 alpha = 1d - alpha; |
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41 |
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42 int N = values.size(); |
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43 |
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44 if (debug) { |
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45 log.debug("Values to check: " + N); |
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46 } |
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47 |
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48 if (N < 3) { |
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49 return null; |
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50 } |
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51 |
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52 Mean mean = new Mean(); |
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53 StandardDeviation std = new StandardDeviation(); |
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54 |
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55 for (Double value: values) { |
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56 double v = value.doubleValue(); |
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57 mean.increment(v); |
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58 std .increment(v); |
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59 } |
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60 |
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61 double m = mean.getResult(); |
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62 double s = std.getResult(); |
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63 |
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64 if (debug) { |
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65 log.debug("mean: " + m); |
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66 log.debug("std dev: " + s); |
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67 } |
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68 |
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69 double maxZ = -Double.MAX_VALUE; |
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70 int iv = -1; |
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71 for (int i = N-1; i >= 0; --i) { |
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72 double v = values.get(i).doubleValue(); |
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73 double z = Math.abs(v - m); |
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74 if (z > maxZ) { |
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75 maxZ = z; |
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76 iv = i; |
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77 } |
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78 } |
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79 |
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80 if (Math.abs(s) < EPSILON) { |
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81 return null; |
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82 } |
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83 |
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84 maxZ /= s; |
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85 |
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86 TDistributionImpl tdist = new TDistributionImpl(N-2); |
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87 |
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88 double t; |
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89 |
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90 try { |
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91 t = tdist.inverseCumulativeProbability(alpha/(N+N)); |
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92 } |
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93 catch (MathException me) { |
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94 log.error(me); |
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95 return null; |
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96 } |
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97 |
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98 t *= t; |
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99 |
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100 double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t)); |
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101 |
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102 if (debug) { |
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103 log.debug("max: " + maxZ + " crit: " + za); |
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104 } |
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105 if (stdDevResult != null) { |
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106 stdDevResult[0] = std.getResult(); |
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107 } |
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108 return maxZ > za |
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109 ? Integer.valueOf(iv) |
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110 : null; |
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111 } |
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112 } |
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113 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 : |