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| 1 | +<!-- |
| 2 | +
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| 3 | +@license Apache-2.0 |
| 4 | +
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| 5 | +Copyright (c) 2018 The Stdlib Authors. |
| 6 | +
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| 7 | +Licensed under the Apache License, Version 2.0 (the "License"); |
| 8 | +you may not use this file except in compliance with the License. |
| 9 | +You may obtain a copy of the License at |
| 10 | +
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| 11 | + http://www.apache.org/licenses/LICENSE-2.0 |
| 12 | +
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| 13 | +Unless required by applicable law or agreed to in writing, software |
| 14 | +distributed under the License is distributed on an "AS IS" BASIS, |
| 15 | +WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 16 | +See the License for the specific language governing permissions and |
| 17 | +limitations under the License. |
| 18 | +
|
| 19 | +--> |
| 20 | + |
| 21 | +# incrgrubbs |
| 22 | + |
| 23 | +> [Grubbs' test][grubbs-test] for outliers. |
| 24 | +
|
| 25 | +<section class="intro"> |
| 26 | + |
| 27 | +</section> |
| 28 | + |
| 29 | +<!-- /.intro --> |
| 30 | + |
| 31 | +<section class="usage"> |
| 32 | + |
| 33 | +## Usage |
| 34 | + |
| 35 | +```javascript |
| 36 | +var incrgrubbs = require( '@stdlib/stats/incr/grubbs' ); |
| 37 | +``` |
| 38 | + |
| 39 | +#### incrgrubbs( \[options] ) |
| 40 | + |
| 41 | +Returns an accumulator `function` which incrementally performs [Grubbs' test][grubbs-test] for outliers. |
| 42 | + |
| 43 | +```javascript |
| 44 | +var accumulator = incrgrubbs(); |
| 45 | +``` |
| 46 | + |
| 47 | +The function accepts the following `options`: |
| 48 | + |
| 49 | +- **alpha**: significance level. Default: `0.05`. |
| 50 | + |
| 51 | +- **alternative**: alternative hypothesis. The option may be one of the following values: |
| 52 | + |
| 53 | + - `'two-sided'`: test whether the minimum or maximum value is an outlier. |
| 54 | + - `'min'`: test whether the minimum value is an outlier. |
| 55 | + - `'max'`: test whether the maximum value is an outlier. |
| 56 | + |
| 57 | + Default: `'two-sided'`. |
| 58 | + |
| 59 | +- **init**: number of data points the accumulator should use to compute initial statistics **before** testing for an outlier. Until the accumulator is provided the number of data points specified by this option, the accumulator returns `null`. Default: `100`. |
| 60 | + |
| 61 | +#### accumulator( \[x] ) |
| 62 | + |
| 63 | +If provided an input value `x`, the accumulator function returns updated test results. If not provided an input value `x`, the accumulator function returns the current test results. |
| 64 | + |
| 65 | +```javascript |
| 66 | +var rnorm = require( '@stdlib/random/base/normal' ); |
| 67 | + |
| 68 | +var opts = { |
| 69 | + 'init': 0 |
| 70 | +}; |
| 71 | +var accumulator = incrgrubbs( opts ); |
| 72 | + |
| 73 | +var results = accumulator( rnorm( 10.0, 5.0 ) ); |
| 74 | +// returns null |
| 75 | + |
| 76 | +results = accumulator( rnorm( 10.0, 5.0 ) ); |
| 77 | +// returns null |
| 78 | + |
| 79 | +results = accumulator( rnorm( 10.0, 5.0 ) ); |
| 80 | +// returns <Object> |
| 81 | + |
| 82 | +results = accumulator(); |
| 83 | +// returns <Object> |
| 84 | +``` |
| 85 | + |
| 86 | +The accumulator function returns an `object` having the following fields: |
| 87 | + |
| 88 | +- **rejected**: boolean indicating whether the null hypothesis should be rejected. |
| 89 | +- **alpha**: significance level. |
| 90 | +- **criticalValue**: critical value. |
| 91 | +- **statistic**: test statistic. |
| 92 | +- **df**: degrees of freedom. |
| 93 | +- **mean**: sample mean. |
| 94 | +- **sd**: corrected sample standard deviation. |
| 95 | +- **min**: minimum value. |
| 96 | +- **max**: maximum value. |
| 97 | +- **alt**: alternative hypothesis. |
| 98 | +- **method**: method name. |
| 99 | +- **print**: method for pretty-printing test output. |
| 100 | + |
| 101 | +The `print` method accepts the following options: |
| 102 | + |
| 103 | +- **digits**: number of digits after the decimal point. Default: `4`. |
| 104 | +- **decision**: `boolean` indicating whether to print the test decision. Default: `true`. |
| 105 | + |
| 106 | +</section> |
| 107 | + |
| 108 | +<!-- /.usage --> |
| 109 | + |
| 110 | +<section class="notes"> |
| 111 | + |
| 112 | +## Notes |
| 113 | + |
| 114 | +- [Grubbs' test][grubbs-test] **assumes** that data is normally distributed. Accordingly, one should first **verify** that the data can be _reasonably_ approximated by a normal distribution before applying the [Grubbs' test][grubbs-test]. |
| 115 | +- The accumulator must be provided **at least** three data points before performing [Grubbs' test][grubbs-test]. Until at least three data points are provided, the accumulator returns `null`. |
| 116 | +- Input values are **not** type checked. If provided `NaN` or a value which, when used in computations, results in `NaN`, the test statistic is `NaN` for **all** future invocations. If non-numeric inputs are possible, you are advised to type check and handle accordingly **before** passing the value to the accumulator function. |
| 117 | + |
| 118 | +</section> |
| 119 | + |
| 120 | +<!-- /.notes --> |
| 121 | + |
| 122 | +<section class="examples"> |
| 123 | + |
| 124 | +## Examples |
| 125 | + |
| 126 | +<!-- eslint no-undef: "error" --> |
| 127 | + |
| 128 | +```javascript |
| 129 | +var incrgrubbs = require( '@stdlib/stats/incr/grubbs' ); |
| 130 | + |
| 131 | +var data; |
| 132 | +var opts; |
| 133 | +var acc; |
| 134 | +var i; |
| 135 | + |
| 136 | +// Define a data set (8 mass spectrometer measurements of a uranium isotope; see Tietjen and Moore. 1972. "Some Grubbs-Type Statistics for the Detection of Several Outliers".) |
| 137 | +data = [ 199.31, 199.53, 200.19, 200.82, 201.92, 201.95, 202.18, 245.57 ]; |
| 138 | + |
| 139 | +// Create a new accumulator: |
| 140 | +opts = { |
| 141 | + 'init': data.length, |
| 142 | + 'alternative': 'two-sided' |
| 143 | +}; |
| 144 | +acc = incrgrubbs( opts ); |
| 145 | + |
| 146 | +// Update the accumulator: |
| 147 | +for ( i = 0; i < data.length; i++ ) { |
| 148 | + acc( data[ i ] ); |
| 149 | +} |
| 150 | + |
| 151 | +// Print the test results: |
| 152 | +console.log( acc().print() ); |
| 153 | +/* e.g., => |
| 154 | +Grubbs' Test |
| 155 | +
|
| 156 | +Alternative hypothesis: The maximum value (245.57) is an outlier |
| 157 | +
|
| 158 | + criticalValue: 2.1266 |
| 159 | + statistic: 2.4688 |
| 160 | + df: 6 |
| 161 | +
|
| 162 | +Test Decision: Reject null in favor of alternative at 5% significance level |
| 163 | +
|
| 164 | +*/ |
| 165 | +``` |
| 166 | + |
| 167 | +</section> |
| 168 | + |
| 169 | +<!-- /.examples --> |
| 170 | + |
| 171 | +<section class="links"> |
| 172 | + |
| 173 | +[grubbs-test]: https://en.wikipedia.org/wiki/Grubbs%27_test_for_outliers |
| 174 | + |
| 175 | +</section> |
| 176 | + |
| 177 | +<!-- /.links --> |
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