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Bignum compatible StdDev
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module Enumerable | |
def sum | |
self.inject(0){|accum, i| accum + i } | |
end | |
def mean | |
self.sum/self.length.to_f | |
end | |
def sample_variance | |
m = self.mean | |
sum = self.inject(0){|accum, i| accum +(i-m)**2 } | |
sum/(self.length - 1).to_f | |
end | |
def standard_deviation | |
self.sample_variance ** 0.5 | |
end | |
def z(value) | |
(self.mean - value).abs/standard_deviation | |
end | |
def critical_z | |
Enumerable.critical_z(self.size) | |
end | |
def reject_outliers | |
cz = self.critical_z | |
self.reject { |value| z(value) > cz } | |
end | |
def reject_outliers! | |
cz = self.critical_z | |
self.reject! { |value| z(value) > cz } | |
end | |
def select_outliers | |
cz = self.critical_z | |
self.select { |value| z(value) > cz } | |
end | |
@@critical_z_table = { | |
3 => 1.15, | |
4 => 1.48, | |
5 => 1.71, | |
6 => 1.89, | |
7 => 2.02, | |
8 => 2.13, | |
9 => 2.21, | |
10 => 2.29, | |
11 => 2.34, | |
12 => 2.41, | |
13 => 2.46, | |
14 => 2.51, | |
15 => 2.55, | |
16 => 2.59, | |
17 => 2.62, | |
18 => 2.65, | |
19 => 2.68, | |
20 => 2.71, | |
21 => 2.73, | |
22 => 2.76, | |
23 => 2.78, | |
24 => 2.80, | |
25 => 2.82, | |
26 => 2.84, | |
27 => 2.86, | |
28 => 2.88, | |
29 => 2.89, | |
30 => 2.91, | |
31 => 2.92, | |
32 => 2.94, | |
33 => 2.95, | |
34 => 2.97, | |
35 => 2.98, | |
36 => 2.99, | |
37 => 3.00, | |
38 => 3.01, | |
39 => 3.03, | |
40 => 3.04, | |
50 => 3.13, | |
60 => 3.20, | |
70 => 3.26, | |
80 => 3.31, | |
90 => 3.35, | |
100 => 3.38, | |
110 => 3.42, | |
120 => 3.44, | |
130 => 3.47, | |
140 => 3.49 | |
} | |
def self.critical_z(n) | |
result = nil | |
@@critical_z_table.keys.sort.each do |key| | |
break if key > n | |
result = @@critical_z_table[key] | |
end | |
result | |
end | |
end | |
values = [1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,2,1,100,110] | |
values.reject_outliers | |
values.select_outliers |
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