ex_trainer/lib/growth/calc/z_score.ex

48 lines
1.0 KiB
Elixir
Raw Normal View History

defmodule Growth.Calc.ZScore do
@moduledoc """
measures =
[
[30, -1.7862, 16.9392, 0.1107],
[14, -1.3592, 20.4951, 0.12579],
[19, -1.6318, 16.049, 0.10038]
]
Enum.map(measures, &apply(Growth.Calc.ZScore, :compute, &1))
"""
# TODO: (jpd) add documentation and typespecs
def compute(y, l, m, s) do
y
|> raw(l, m, s)
|> adjust(y, l, m, s)
end
def raw(y, l, m, s) do
(:math.pow(y / m, l) - 1) / (s * l)
end
def adjust(zscore, y, l, m, s) when zscore > 3 do
[sd2, sd3, _, _] = cutoffs(l, m, s)
sd_delta = sd3 - sd2
3 + (y - sd3) / sd_delta
end
def adjust(zscore, y, l, m, s) when zscore < -3 do
[_, _, sd2, sd3] = cutoffs(l, m, s)
sd_delta = sd2 - sd3
-3 + (y - sd3) / sd_delta
end
def adjust(zscore, _, _, _, _) do
zscore
end
def cutoffs(l, m, s) do
Enum.map([2, 3, -2, -3], &cutoff_for_standard_deviation(&1, l, m, s))
end
def cutoff_for_standard_deviation(sd, l, m, s) do
m * :math.pow(1 + l * s * sd, 1 / l)
end
end