robust.hpp File Reference

Robust statistics implementation. More...

#include <algorithm>
#include <cmath>
#include <cstddef>
#include <iterator>
#include <limits>
#include <stdexcept>
#include <vector>
#include "statcpp/basic_statistics.hpp"
#include "statcpp/dispersion_spread.hpp"
#include "statcpp/order_statistics.hpp"

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Classes
struct	statcpp::outlier_detection_result
	Outlier detection result. More...

Namespaces
namespace	statcpp

Functions
template<typename Iterator >
double	statcpp::mad (Iterator first, Iterator last)
	Median Absolute Deviation (MAD)
template<typename Iterator >
double	statcpp::mad_scaled (Iterator first, Iterator last)
	Scaled MAD for normal distribution.
template<typename Iterator >
outlier_detection_result	statcpp::detect_outliers_iqr (Iterator first, Iterator last, double k=1.5)
	Outlier detection using IQR method (Tukey's Fences)
template<typename Iterator >
outlier_detection_result	statcpp::detect_outliers_zscore (Iterator first, Iterator last, double threshold=3.0)
	Outlier detection using Z-score.
template<typename Iterator >
outlier_detection_result	statcpp::detect_outliers_modified_zscore (Iterator first, Iterator last, double threshold=3.5)
	Outlier detection using Modified Z-score.
template<typename Iterator >
std::vector< double >	statcpp::winsorize (Iterator first, Iterator last, double limits=0.05)
	Winsorization.
std::vector< double >	statcpp::cooks_distance (const std::vector< double > &residuals, const std::vector< double > &hat_values, double mse, std::size_t p)
	Calculate Cook's Distance.
std::vector< double >	statcpp::dffits (const std::vector< double > &residuals, const std::vector< double > &hat_values, double mse)
	Calculate DFFITS.
template<typename Iterator >
double	statcpp::hodges_lehmann (Iterator first, Iterator last)
	Hodges-Lehmann estimator.
template<typename Iterator >
double	statcpp::biweight_midvariance (Iterator first, Iterator last, double c=9.0)
	Biweight Midvariance.

Detailed Description

Robust statistics implementation.

Provides MAD, outlier detection, winsorization, Cook's distance, robust estimators, and more.

Definition in file robust.hpp.