outlierDetectionMAD

Functions
template<domain D :shared3p >
D bool	outlierDetectionMAD (D int32[[1]] data, D bool[[1]] isAvailable, float32 lambda)
template<domain D :shared3p >
D bool	outlierDetectionMAD (D int64[[1]] data, D bool[[1]] isAvailable, float64 lambda)
template<domain D :shared3p >
D bool	outlierDetectionMAD (D float32[[1]] data, D bool[[1]] isAvailable, float32 lambda)
template<domain D :shared3p >
D bool	outlierDetectionMAD (D float64[[1]] data, D bool[[1]] isAvailable, float64 lambda)

Detailed Description

Outlier detection (using median absolute deviation)

Note

D - shared3p protection domain

Supported types - int32 / int64 / float32 / float64

Constant 1.0 is used as the parameter for median absolute deviation.

Parameters

data	- input vector
isAvailable	- vector indicating which elements of the input vector are available
lambda	- constant. The value of lambda depends on the dataset. Anything from 3 to 5 can be used as a starting value.

Returns

returns a boolean mask vector. For each sample point x, the corresponding mask element is true if the corresponding isAvailable element is true and its absolute deviation from the median of the sample does not exceed lambda · MAD where MAD is the median absolute deviation of the sample.

Leakage

Leaks the number of missing values in the input

Function Documentation

outlierDetectionMAD() [1/4]

D bool outlierDetectionMAD	(	D float32[[1]]	data,
		D bool[[1]]	isAvailable,
		float32	lambda
	)

outlierDetectionMAD() [2/4]

D bool outlierDetectionMAD	(	D float64[[1]]	data,
		D bool[[1]]	isAvailable,
		float64	lambda
	)

outlierDetectionMAD() [3/4]

D bool outlierDetectionMAD	(	D int32[[1]]	data,
		D bool[[1]]	isAvailable,
		float32	lambda
	)

outlierDetectionMAD() [4/4]

D bool outlierDetectionMAD	(	D int64[[1]]	data,
		D bool[[1]]	isAvailable,
		float64	lambda
	)