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