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burakodabasburakodabas
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WIP: add grubbs functions
1 parent 9367274 commit 335b69a

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6 files changed

+422
-85
lines changed

6 files changed

+422
-85
lines changed

‎grubbs/criticalValueTable.js‎

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module.exports = {
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0.01: {
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3: 1.155,
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4: 1.496,
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5: 1.764,
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6: 1.973,
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7: 2.139,
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8: 2.274,
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9: 2.387,
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10: 2.482,
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11: 2.564,
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12: 2.636,
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13: 2.699,
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14: 2.755,
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15: 2.806,
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16: 2.852,
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17: 2.894,
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18: 2.932,
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19: 2.968,
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20: 3.001,
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21: 3.031,
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22: 3.06,
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23: 3.087,
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24: 3.112,
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25: 3.135,
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26: 3.157,
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27: 3.178,
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28: 3.199,
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29: 3.218,
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30: 3.236,
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31: 3.253,
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32: 3.27,
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33: 3.286,
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34: 3.301,
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35: 3.316,
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36: 3.33,
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37: 3.343,
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38: 3.356,
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39: 3.369,
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40: 3.381,
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},
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0.05: {
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3: 1.155,
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4: 1.481,
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5: 1.715,
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6: 1.887,
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7: 2.02,
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8: 2.126,
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9: 2.215,
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10: 2.29,
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11: 2.355,
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12: 2.412,
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13: 2.462,
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14: 2.507,
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15: 2.549,
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16: 2.585,
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17: 2.62,
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18: 2.651,
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19: 2.681,
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20: 2.709,
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21: 2.733,
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22: 2.758,
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23: 2.781,
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24: 2.802,
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25: 2.822,
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26: 2.841,
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27: 2.859,
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28: 2.876,
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29: 2.893,
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30: 2.908,
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31: 2.924,
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32: 2.938,
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33: 2.952,
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34: 2.965,
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35: 2.979,
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36: 2.991,
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37: 3.003,
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38: 3.014,
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39: 3.025,
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40: 3.036,
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},
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};

‎grubbs/index.js‎

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var stdev = require('compute-stdev');
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var average = require('average');
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var criticalValueTable = require('./criticalValueTable');
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function test(originDataSet, originOptions) {
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if (typeof originDataSet === 'undefined') {
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throw new Error('dataSet MUST be passed');
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}
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if (originDataSet.filter(isValidData).length > 100) {
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throw new Error('dataSet.length MUST less than 100');
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}
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if (originDataSet.filter(isValidData).length <= 2) {
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throw new Error('dataSet.length MUST greater than 2');
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}
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// defaultOptions
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var options = {
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alpha: 0.01,
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recursion: true
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};
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// Merge options
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if (typeof originOptions !== 'undefined') {
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if (typeof originOptions.alpha !== 'undefined') {
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options.alpha = originOptions.alpha;
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}
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// TODO no recursion mode is not support yet
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// if (typeof options_.recursion !== 'undefined') {
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// options.recursion = options_.recursion;
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// }
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}
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var criticalValue = criticalValueTable[options.alpha];
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if (typeof criticalValue === 'undefined') {
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throw new Error('alpha ' + options.alpha + ' is not support');
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}
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var digit = getDigit(originDataSet);
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var powDigit = Math.pow(10, digit);
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// Main algorithm
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var result = [];
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var done = false;
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var dataSet = originDataSet.slice();
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var currentRound = {};
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var i;
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var gResult;
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// If no outlier, done
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while (!done) {
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done = true;
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currentRound = {};
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currentRound.dataSet = dataSet.slice();
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currentRound.stdev = stdev(currentRound.dataSet.filter(isValidData));
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currentRound.average =
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Math.round(average(currentRound.dataSet.filter(isValidData)) * powDigit) / powDigit;
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currentRound.criticalValue = criticalValue[currentRound.dataSet.filter(isValidData).length];
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currentRound.gSet = [];
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// true if pass, false if unpass, undefined if no data
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currentRound.gPass = [];
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currentRound.outliers = [];
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currentRound.outlierIndexes = [];
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for (i = 0; i < currentRound.dataSet.length; i++) {
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if (typeof currentRound.dataSet[i] === 'undefined') {
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currentRound.gSet.push(undefined);
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currentRound.gPass.push(undefined);
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continue;
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}
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if (typeof currentRound.dataSet[i] !== 'number') {
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throw new Error('data MUST be number');
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}
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gResult = (currentRound.dataSet[i] - currentRound.average) / currentRound.stdev;
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currentRound.gSet.push(gResult);
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if (Math.abs(gResult) > currentRound.criticalValue) {
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done = false;
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currentRound.gPass.push(false);
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currentRound.outliers.push(currentRound.dataSet[i]);
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currentRound.outlierIndexes.push(i);
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dataSet[i] = undefined;
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} else {
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currentRound.gPass.push(true);
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}
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}
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result.push(currentRound);
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}
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return result;
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}
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function isValidData(data) {
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return (
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typeof data !== 'undefined' &&
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!isNaN(data) &&
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data !== null
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);
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}
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function getDigit(dataSet) {
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if (!dataSet) return 0;
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var filteredDataSet = dataSet.filter(isValidData);
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var filteredDataSetLength = filteredDataSet.length;
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if (filteredDataSetLength === 0) return 0;
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var digit = 0;
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filteredDataSet.forEach(function (data) {
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var dataString = data.toString();
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var dotIndex = dataString.indexOf('.');
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if (dotIndex === -1) return;
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var currentDigit = dataString.length - dotIndex - 1;
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if (currentDigit > digit) {
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digit = currentDigit;
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}
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});
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return digit;
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}
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module.exports = {
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test: test,
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isValidData: isValidData
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};

‎index.ts‎

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function getStandardDeviation(arr: number[]) {
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const n = arr.length;
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const mean = arr.reduce((a, b) => a + b) / n;
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return Math.sqrt(arr.map((x) => Math.pow(x - mean, 2)).reduce((a, b) => a + b) / n);
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}
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function calculateMedian(arr: number[]) {
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const s = [...arr].sort((a, b) => a - b);
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const mid = Math.floor(s.length / 2);
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return s.length % 2 === 0 ? (s[mid - 1] + s[mid]) / 2 : s[mid];
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}
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function Mestimator(arr: number[], x: number) {
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var sumSeries = 0;
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for (var i = arr.length - 1; i >= 0; i--) {
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sumSeries += Number(Math.abs(arr[i] - x));
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}
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return (1 / (0.798 * arr.length)) * sumSeries;
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}
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function Uvalue(s: number, arr: number[]) {
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return (1.25 * s) / Math.sqrt(arr.length);
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}
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import {calculateUvalue} from './mad'
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var arr = [1, 2, 3, 4, 5, 6, 3, 8, 2, 20];
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var standartDeviation = getStandardDeviation(arr);
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var madex = Math.abs(standartDeviation - calculateMedian(arr)) * 1.483;
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var Uvalue = calculateUvalue(arr);
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var result = Uvalue(Mestimator(arr, madex), arr);
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console.log(result);
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console.log(Uvalue);

‎mad/index.ts‎

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import { standardDeviation, median } from "simple-statistics";
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function Mestimator(arr: number[], x: number) {
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var sumSeries = 0;
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for (var i = arr.length - 1; i >= 0; i--) {
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sumSeries += Number(Math.abs(arr[i] - x));
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}
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return (1 / (0.798 * arr.length)) * sumSeries;
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}
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function Uvalue(s: number, arr: number[]) {
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return (1.25 * s) / Math.sqrt(arr.length);
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}
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function calculateUvalue(arr: number[]) {
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var madex = Math.abs(standardDeviation(arr) - median(arr)) * 1.483;
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var result = Uvalue(Mestimator(arr, madex), arr);
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return result;
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}
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export { calculateUvalue };

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