view flys-artifacts/src/main/java/de/intevation/flys/artifacts/math/Outlier.java @ 4496:d8992459b408

Add method to return the facets of an artifact This methos should be used to get the facets of an artifact instead of accessing the facets member variable directly.
author Björn Ricks <bjoern.ricks@intevation.de>
date Wed, 14 Nov 2012 11:11:04 +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;
    }
}
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