std::vector<double> getModifiedZscore(const vector<TYPE> &data,
const bool sorted) {
if (data.size() < 3) {
std::vector<double> Zscore(data.size(), 0.);
return Zscore;
}
std::vector<double> MADvec;
double tmp;
size_t num_data = data.size(); // cache since it is frequently used
double median = getMedian(data, num_data, sorted);
typename vector<TYPE>::const_iterator it = data.begin();
for (; it != data.end(); ++it) {
tmp = static_cast<double>(*it);
MADvec.push_back(fabs(tmp - median));
}
double MAD = getMedian(MADvec, num_data, sorted);
if (MAD == 0.) {
std::vector<double> Zscore(data.size(), 0.);
return Zscore;
}
MADvec.clear();
std::vector<double> Zscore;
it = data.begin();
for (; it != data.end(); ++it) {
tmp = static_cast<double>(*it);
Zscore.push_back(0.6745 * fabs((tmp - median) / MAD));
}
return Zscore;
}
std::vector<double> getZscore(const vector<TYPE> &data) {
if (data.size() < 3) {
std::vector<double> Zscore(data.size(), 0.);
return Zscore;
}
std::vector<double> Zscore;
Statistics stats = getStatistics(data);
if (stats.standard_deviation == 0.) {
std::vector<double> Zscore(data.size(), 0.);
return Zscore;
}
for (auto it = data.cbegin(); it != data.cend(); ++it) {
double tmp = static_cast<double>(*it);
Zscore.push_back(fabs((tmp - stats.mean) / stats.standard_deviation));
}
return Zscore;
}
