# # Copyright 2014 Red Hat, Inc # # Author: Eoghan Glynn # # Licensed under the Apache License, Version 2.0 (the "License"); you may # not use this file except in compliance with the License. You may obtain # a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, WITHOUT # WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the # License for the specific language governing permissions and limitations # under the License. import math def mean(s, key=lambda x: x): """Calculate the mean of a numeric list. """ count = float(len(s)) if count: return math.fsum(map(key, s)) / count return 0.0 def deltas(s, key, m=None): """Calculate the squared distances from mean for a numeric list. """ m = m or mean(s, key) return [(key(i) - m) ** 2 for i in s] def variance(s, key, m=None): """Calculate the variance of a numeric list. """ return mean(deltas(s, key, m)) def stddev(s, key, m=None): """Calculate the standard deviation of a numeric list. """ return math.sqrt(variance(s, key, m)) def outside(s, key, lower=0.0, upper=0.0): """Determine if value falls outside upper and lower bounds. """ v = key(s) return v < lower or v > upper def anomalies(s, key, lower=0.0, upper=0.0): """Separate anomalous data points from the in-liers. """ inliers = [] outliers = [] for i in s: if outside(i, key, lower, upper): outliers.append(i) else: inliers.append(i) return inliers, outliers