public static double Calculate([NotNull] double[] values)
{
try
{
var clearedValues = TukeyOutlierDetector.Create(values).WithoutAllOutliers(values).ToList();
int n = clearedValues.Count;
var quartiles = Quartiles.Create(clearedValues);
var moments = Moments.Create(clearedValues);
double mValue = 0;
double binSize = AdaptiveHistogramBuilder.GetOptimalBinSize(n, moments.StandardDeviation);
if (Abs(binSize) < 1e-9)
{
binSize = 1;
}
while (true)
{
var histogram = HistogramBuilder.Adaptive.Build(clearedValues, binSize);
var x = new List <int> {
0
};
x.AddRange(histogram.Bins.Select(bin => bin.Count));
x.Add(0);
int sum = 0;
for (int i = 1; i < x.Count; i++)
{
sum += Abs(x[i] - x[i - 1]);
}
mValue = Max(mValue, sum * 1.0 / x.Max());
if (binSize > quartiles.Max - quartiles.Min)
{
break;
}
binSize *= 2.0;
}
return(mValue);
}
catch (Exception)
{
return(1); // In case of any bugs, we return 1 because it's an invalid value (mValue is always >= 2)
}
}
public void Run()
{
var simple = SimpleQuantileEstimator.Instance;
var hd = HarrellDavisQuantileEstimator.Instance;
var detectors = new[]
{
new Detector("TukeySimple", values => TukeyOutlierDetector.Create(values, quantileEstimator: simple)),
new Detector("TukeyHd", values => TukeyOutlierDetector.Create(values, quantileEstimator: hd)),
new Detector("MadSimple", values => MadOutlierDetector.Create(values, quantileEstimator: simple)),
new Detector("MadHd", values => MadOutlierDetector.Create(values, quantileEstimator: hd)),
new Detector("DoubleMadSimple", values => DoubleMadOutlierDetector.Create(values, quantileEstimator: simple)),
new Detector("DoubleMadHd", values => DoubleMadOutlierDetector.Create(values, quantileEstimator: hd))
};
Case.DumpBaseSample();
BuildTable(detectors, new[] { new Case(1, 0), new Case(2, 0), new Case(3, 0) });
BuildTable(detectors, new[] { new Case(0, 1), new Case(0, 2), new Case(0, 3) });
BuildTable(detectors, new[] { new Case(1, 1), new Case(2, 2), new Case(3, 3) });
}
public void TukeyOutlierDetectorHdQeTest([NotNull] string testDataKey) => Check(HdQeTestDataMap[testDataKey],
values => TukeyOutlierDetector.Create(values, quantileEstimator: HarrellDavisQuantileEstimator.Instance));
public void TukeyOutlierDetectorSimpleQeTest([NotNull] string testDataKey) => Check(SimpleQeTestDataMap[testDataKey],
values => TukeyOutlierDetector.Create(values, quantileEstimator: SimpleQuantileEstimator.Instance));
