Mercurial > dive4elements > river
view flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 4357:11cf29eb002c
FacetTypes: New type: exreme_wq_curve_base (for the Stuetz-Q-Poits).
author | Felix Wolfsteller <felix.wolfsteller@intevation.de> |
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date | Fri, 02 Nov 2012 11:58:11 +0100 |
parents | b136113dad53 |
children |
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package de.intevation.flys.artifacts.math; import java.util.List; import org.apache.commons.math.MathException; import org.apache.commons.math.distribution.TDistributionImpl; import org.apache.commons.math.stat.descriptive.moment.Mean; import org.apache.commons.math.stat.descriptive.moment.StandardDeviation; import org.apache.log4j.Logger; public class Outlier { public static final double EPSILON = 1e-5; public static final double DEFAULT_ALPHA = 0.05; private static Logger log = Logger.getLogger(Outlier.class); protected Outlier() { } public static Integer findOutlier(List<Double> values) { return findOutlier(values, DEFAULT_ALPHA); } public static Integer findOutlier(List<Double> values, double alpha) { boolean debug = log.isDebugEnabled(); if (debug) { log.debug("outliers significance: " + alpha); } alpha = 1d - alpha; int N = values.size(); if (debug) { log.debug("Values to check: " + N); } if (N < 3) { return null; } Mean mean = new Mean(); StandardDeviation std = new StandardDeviation(); for (Double value: values) { double v = value.doubleValue(); mean.increment(v); std .increment(v); } double m = mean.getResult(); double s = std.getResult(); if (debug) { log.debug("mean: " + m); log.debug("std dev: " + s); } double maxZ = -Double.MAX_VALUE; int iv = -1; for (int i = N-1; i >= 0; --i) { double v = values.get(i).doubleValue(); double z = Math.abs(v - m); if (z > maxZ) { maxZ = z; iv = i; } } if (Math.abs(s) < EPSILON) { return null; } maxZ /= s; TDistributionImpl tdist = new TDistributionImpl(N-2); double t; try { t = tdist.inverseCumulativeProbability(alpha/(N+N)); } catch (MathException me) { log.error(me); return null; } t *= t; double za = ((N-1)/Math.sqrt(N))*Math.sqrt(t/(N-2d+t)); if (debug) { log.debug("max: " + maxZ + " crit: " + za); } return maxZ > za ? Integer.valueOf(iv) : null; } } // vim:set ts=4 sw=4 si et sta sts=4 fenc=utf8 :