view flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/GrubbsOutlier.java @ 5200:42bb6ff78d1b 2.9.11

Directly set the connectionInitSqls on the datasource Somehow the factory fails to set the connectionInitSqls if we add it to the dbcpProperties. So we now set it directly
author Andre Heinecke <aheinecke@intevation.de>
date Fri, 08 Mar 2013 11:48:33 +0100
parents a7d080347ac3
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 GrubbsOutlier
{
    public static final double EPSILON = 1e-5;

    public static final double DEFAULT_ALPHA = 0.05;

    private static Logger log = Logger.getLogger(GrubbsOutlier.class);

    protected GrubbsOutlier() {
    }

    public static Integer findOutlier(List<Double> values) {
        return findOutlier(values, DEFAULT_ALPHA, null);
    }

    public static Integer findOutlier(
        List<Double> values,
        double alpha,
        double[] stdDevResult
    ) {
        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);
        }
        if (stdDevResult != null) {
            stdDevResult[0] = std.getResult();
        }
        return maxZ > za
            ? Integer.valueOf(iv)
            : null;
    }
}
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