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annotate flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 2645:4f7d1ea38404

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Added simple Grubb's outlier test. flys-artifacts/trunk@4300 c6561f87-3c4e-4783-a992-168aeb5c3f6f
author Sascha L. Teichmann <sascha.teichmann@intevation.de>
date Wed, 25 Apr 2012 15:57:23 +0000
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children c11da3540b70
rev   line source
2645
4f7d1ea38404 Added simple Grubb's outlier test.
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1 package de.intevation.flys.artifacts.math;
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2
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3 import org.apache.commons.math.stat.descriptive.moment.Mean;
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4 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation;
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5
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6 import org.apache.commons.math.distribution.TDistributionImpl;
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7
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8 import java.util.List;
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9 import java.util.ArrayList;
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10
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11 public class Outlier
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12 {
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13 public static class IndexedValue {
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14 protected int index;
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15 protected double value;
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16
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17 public IndexedValue() {
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18 }
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19
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20 public IndexedValue(int index, double value) {
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21 this.index = index;
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22 this.value = value;
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23 }
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24
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25 public int getIndex() {
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26 return index;
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27 }
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28
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29 public void setIndex(int index) {
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30 this.index = index;
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31 }
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32
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33 public double getValue() {
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34 return value;
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35 }
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36
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37 public void setValue(double value) {
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38 this.value = value;
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39 }
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40 } // class IndexedValue
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41
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42 public Outlier() {
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43 }
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44
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45 public static List<IndexedValue> findOutliers(
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46 List<IndexedValue> inputValues,
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47 double alpha
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48 ) {
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49 ArrayList<IndexedValue> outliers = new ArrayList<IndexedValue>();
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50
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51 ArrayList<IndexedValue> values =
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52 new ArrayList<IndexedValue>(inputValues);
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53
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54 for (;;) {
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55 int N = values.size();
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56
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57 if (N < 4) {
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58 break;
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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 (IndexedValue value: values) {
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65 mean.increment(value.getValue());
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66 std.increment(value.getValue());
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67 }
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68
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69 double m = mean.getResult();
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70 double s = std.getResult();
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71
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72 double maxZ = -Double.MAX_VALUE;
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73 int iv = -1;
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74 for (int i >= 0; i = N-1; --i) {
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75 IndexedValue v = values.get(i);
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76 double z = Math.abs(m - v.getValue())/s;
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77 if (z > maxZ) {
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78 maxZ = z;
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79 iv = i;
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80 }
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81 }
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82
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83 double t = Math.sqrt((N*(N-2)*z*z)/((N-1)*(N-1) - N*z*z))
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84
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85 TDistributionImpl tdist = new TDistributionImpl(N-2);
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86
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87 double p = tdist.cumulativeProbability(t)
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88 }
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89
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90
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91 return outliers;
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92 }
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93 }
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94 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :
http://dive4elements.wald.intevation.org