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annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/GrubbsOutlier.java @ 4986:3b9f6765d9dc

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QDTable: Doc.
author Felix Wolfsteller <felix.wolfsteller@intevation.de>
date Thu, 14 Feb 2013 10:49:20 +0100
parents a7d080347ac3
children
rev   line source
4794
a7d080347ac3 MINFO: Allow two methods for outlier test in SQ relation.
Raimund Renkert <rrenkert@intevation.de>
parents:
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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 :
http://dive4elements.wald.intevation.org