Mercurial > dive4elements > river
comparison artifacts/src/main/java/org/dive4elements/river/artifacts/math/GrubbsOutlier.java @ 5838:5aa05a7a34b7
Rename modules to more fitting names.
| author | Sascha L. Teichmann <teichmann@intevation.de> |
|---|---|
| date | Thu, 25 Apr 2013 15:23:37 +0200 |
| parents | flys-artifacts/src/main/java/org/dive4elements/river/artifacts/math/GrubbsOutlier.java@bd047b71ab37 |
| children | 4897a58c8746 |
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| 5837:d9901a08d0a6 | 5838:5aa05a7a34b7 |
|---|---|
| 1 package org.dive4elements.river.artifacts.math; | |
| 2 | |
| 3 import java.util.List; | |
| 4 | |
| 5 import org.apache.commons.math.MathException; | |
| 6 | |
| 7 import org.apache.commons.math.distribution.TDistributionImpl; | |
| 8 | |
| 9 import org.apache.commons.math.stat.descriptive.moment.Mean; | |
| 10 import org.apache.commons.math.stat.descriptive.moment.StandardDeviation; | |
| 11 | |
| 12 import org.apache.log4j.Logger; | |
| 13 | |
| 14 public class GrubbsOutlier | |
| 15 { | |
| 16 public static final double EPSILON = 1e-5; | |
| 17 | |
| 18 public static final double DEFAULT_ALPHA = 0.05; | |
| 19 | |
| 20 private static Logger log = Logger.getLogger(GrubbsOutlier.class); | |
| 21 | |
| 22 protected GrubbsOutlier() { | |
| 23 } | |
| 24 | |
| 25 public static Integer findOutlier(List<Double> values) { | |
| 26 return findOutlier(values, DEFAULT_ALPHA, null); | |
| 27 } | |
| 28 | |
| 29 public static Integer findOutlier( | |
| 30 List<Double> values, | |
| 31 double alpha, | |
| 32 double[] stdDevResult | |
| 33 ) { | |
| 34 boolean debug = log.isDebugEnabled(); | |
| 35 | |
| 36 if (debug) { | |
| 37 log.debug("outliers significance: " + alpha); | |
| 38 } | |
| 39 | |
| 40 alpha = 1d - alpha; | |
| 41 | |
| 42 int N = values.size(); | |
| 43 | |
| 44 if (debug) { | |
| 45 log.debug("Values to check: " + N); | |
| 46 } | |
| 47 | |
| 48 if (N < 3) { | |
| 49 return null; | |
| 50 } | |
| 51 | |
| 52 Mean mean = new Mean(); | |
| 53 StandardDeviation std = new StandardDeviation(); | |
| 54 | |
| 55 for (Double value: values) { | |
| 56 double v = value.doubleValue(); | |
| 57 mean.increment(v); | |
| 58 std .increment(v); | |
| 59 } | |
| 60 | |
| 61 double m = mean.getResult(); | |
| 62 double s = std.getResult(); | |
| 63 | |
| 64 if (debug) { | |
| 65 log.debug("mean: " + m); | |
| 66 log.debug("std dev: " + s); | |
| 67 } | |
| 68 | |
| 69 double maxZ = -Double.MAX_VALUE; | |
| 70 int iv = -1; | |
| 71 for (int i = N-1; i >= 0; --i) { | |
| 72 double v = values.get(i).doubleValue(); | |
| 73 double z = Math.abs(v - m); | |
| 74 if (z > maxZ) { | |
| 75 maxZ = z; | |
| 76 iv = i; | |
| 77 } | |
| 78 } | |
| 79 | |
| 80 if (Math.abs(s) < EPSILON) { | |
| 81 return null; | |
| 82 } | |
| 83 | |
| 84 maxZ /= s; | |
| 85 | |
| 86 TDistributionImpl tdist = new TDistributionImpl(N-2); | |
| 87 | |
| 88 double t; | |
| 89 | |
| 90 try { | |
| 91 t = tdist.inverseCumulativeProbability(alpha/(N+N)); | |
| 92 } | |
| 93 catch (MathException me) { | |
| 94 log.error(me); | |
| 95 return null; | |
| 96 } | |
| 97 | |
| 98 t *= t; | |
| 99 | |
| 100 double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t)); | |
| 101 | |
| 102 if (debug) { | |
| 103 log.debug("max: " + maxZ + " crit: " + za); | |
| 104 } | |
| 105 if (stdDevResult != null) { | |
| 106 stdDevResult[0] = std.getResult(); | |
| 107 } | |
| 108 return maxZ > za | |
| 109 ? Integer.valueOf(iv) | |
| 110 : null; | |
| 111 } | |
| 112 } | |
| 113 // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 : |