Ejemplos de Vector.Diff en Golang

Ejemplo n.º 1

Archivo: algorithms.go Proyecto: nivertech/anomalyzer

// Generates the cumulative distribution function using the difference in the means
// for the data.
func CDFTest(vector govector.Vector, conf AnomalyzerConf) float64 {
	diffs := vector.Diff().Apply(math.Abs)
	reference, active, err := extractWindows(diffs, conf.referenceSize-1, conf.ActiveSize, conf.ActiveSize)
	if err != nil {
		return NA
	}

	// Find the empircal distribution function using the reference window.
	refEcdf := reference.Ecdf()

	// Difference between the active and reference means.
	activeDiff := active.Mean() - reference.Mean()

	// Apply the empirical distribution function to that difference.
	percentile := refEcdf(activeDiff)

	// Scale so max probability is in tails and prob at 0.5 is 0.
	return (2 * math.Abs(0.5-percentile))
}