Split file

src/stats/outliers/main.js

@@ -1,6 +1,8 @@
 /* eslint-disable max-lines */
 import { getQuantiles } from '../quantile.js'
 
+import { THRESHOLDS, isOutlier } from './threshold.js'
+
 // Measures usually contain some:
 //  - Very slow outliers due to background processes or engine optimization
 //  - Faster outliers for similar reasons, although they are less frequent
@@ -131,7 +133,7 @@ const getThresholdsIndexes = function (quantiles, quantilesCount) {
   const reversedQuantiles = [...quantiles].reverse()
   const outliersLimit = getOutliersLimit(quantilesCount)
 
-  return OUTLIERS_THRESHOLDS.reduce(
+  return THRESHOLDS.reduce(
     (thresholdsIndexes, outliersThreshold) =>
       getThresholdIndexes(thresholdsIndexes, outliersThreshold, {
         quantiles,
@@ -311,85 +313,9 @@ const getOutliersIncrement = function (
   return 0
 }
 
-const isOutlier = function (
-  widthPercentage,
-  quantilePercentage,
-  outliersThreshold,
-) {
-  return (
-    getOutliersLikelihood(widthPercentage, quantilePercentage) >
-    outliersThreshold
-  )
-}
-
-// `quantilePercentage` should not be 1 or 0.
-// `widthPercentage` should not be 1.
-const getOutliersLikelihood = function (widthPercentage, quantilePercentage) {
-  return Math.log(1 - widthPercentage) / Math.log(1 - quantilePercentage)
-}
-
-// If the following minimum amount of measures leads to >= 50% width reduction,
-// they are considered outliers.
-// A higher value:
-//  - Is less accurate as more information is trimmed
-//  - Is more likely to oscillate between bigger outlier threshold values,
-//    making the mean, stdev and histogram flicker between different values.
-// A lower value:
-//  - Is less precise as outliers will have a higher impact on the mean.
-//  - Results in wider quantiles, i.e. poorer histograms
-const THRESHOLDS_BASE_AMOUNT = 0.01
-
-// Computes THRESHOLDS_BASE based on a 50% width reduction.
-// Should be kept as is. THRESHOLDS_BASE_AMOUNT should be changed to
-// increase|decrease outliers instead.
-const THRESHOLDS_BASE_WIDTH = 0.5
-
-// Average outliers threshold
-const THRESHOLDS_BASE = getOutliersLikelihood(
-  THRESHOLDS_BASE_WIDTH,
-  THRESHOLDS_BASE_AMOUNT,
-)
-
-// Number of different outliers thresholds to use.
-// A higher value is slower to compute.
-//  - This follows a logarithmic time complexity since each threshold re-uses
-//    the outliers removal from the previous threshold
-// A lower value decreases the smoothing effect.
-const THRESHOLDS_COUNT = 10
-
-// Multiplying factor between the base threshold and the min|max ones.
-// A higher value decreases the accuracy of the outliers removal, making it more
-// likely to trim too many or not enough outliers.
-// A lower value decreases the smoothing effect.
-const THRESHOLDS_SPREAD = 2
-
-// Computes the multiplying factor between each outlier threshold, so that they
-// respect both THRESHOLDS_COUNT and THRESHOLDS_MAX_SPREAD.
-const getThresholdsFactor = function () {
-  const maxExponent = (THRESHOLDS_COUNT - 1) / 2
-  return THRESHOLDS_SPREAD ** (1 / maxExponent)
-}
-
-const THRESHOLDS_FACTOR = getThresholdsFactor()
-
-// Retrieve each `outliersThreshold`.
-// Each next one is divided by THRESHOLDS_SPREAD.
-// There are THRESHOLDS_COUNT of them in total.
-// Their center value is OUTLIERS_BASE_THRESHOLD.
-const getOutliersThresholds = function () {
-  return Array.from({ length: THRESHOLDS_COUNT }, getOutliersThreshold)
-}
-
-const getOutliersThreshold = function (_, index) {
-  const thresholdExponent = (THRESHOLDS_COUNT - 1) / 2 - index
-  return THRESHOLDS_BASE * THRESHOLDS_FACTOR ** thresholdExponent
-}
-
-const OUTLIERS_THRESHOLDS = getOutliersThresholds()
-
 // Compute the final outliersMin|outliersMax percentage
 const computePercentage = function (outliersIndexSum, quantilesCount) {
-  const outliersIndexMean = outliersIndexSum / THRESHOLDS_COUNT
+  const outliersIndexMean = outliersIndexSum / THRESHOLDS.length
   return outliersIndexMean / quantilesCount
 }
 /* eslint-enable max-lines */

src/stats/outliers/threshold.js

@@ -0,0 +1,78 @@
+// Return where a group of `quantilePercentage` quantiles reducing the max-min
+// width percentage by a specific `widthPercentage` should be considered
+// outliers
+export const isOutlier = function (
+  widthPercentage,
+  quantilePercentage,
+  outliersThreshold,
+) {
+  return (
+    getOutliersLikelihood(widthPercentage, quantilePercentage) >
+    outliersThreshold
+  )
+}
+
+// `quantilePercentage` should not be 1 or 0.
+// `widthPercentage` should not be 1.
+const getOutliersLikelihood = function (widthPercentage, quantilePercentage) {
+  return Math.log(1 - widthPercentage) / Math.log(1 - quantilePercentage)
+}
+
+// If the following minimum amount of measures leads to >= 50% width reduction,
+// they are considered outliers.
+// A higher value:
+//  - Is less accurate as more information is trimmed
+//  - Is more likely to oscillate between bigger outlier threshold values,
+//    making the mean, stdev and histogram flicker between different values.
+// A lower value:
+//  - Is less precise as outliers will have a higher impact on the mean.
+//  - Results in wider quantiles, i.e. poorer histograms
+const THRESHOLDS_BASE_AMOUNT = 0.01
+
+// Computes THRESHOLDS_BASE based on a 50% width reduction.
+// Should be kept as is. THRESHOLDS_BASE_AMOUNT should be changed to
+// increase|decrease outliers instead.
+const THRESHOLDS_BASE_WIDTH = 0.5
+
+// Average outliers threshold
+const THRESHOLDS_BASE = getOutliersLikelihood(
+  THRESHOLDS_BASE_WIDTH,
+  THRESHOLDS_BASE_AMOUNT,
+)
+
+// Number of different outliers thresholds to use.
+// A higher value is slower to compute.
+//  - This follows a logarithmic time complexity since each threshold re-uses
+//    the outliers removal from the previous threshold
+// A lower value decreases the smoothing effect.
+const THRESHOLDS_COUNT = 10
+
+// Multiplying factor between the base threshold and the min|max ones.
+// A higher value decreases the accuracy of the outliers removal, making it more
+// likely to trim too many or not enough outliers.
+// A lower value decreases the smoothing effect.
+const THRESHOLDS_SPREAD = 2
+
+// Computes the multiplying factor between each outlier threshold, so that they
+// respect both THRESHOLDS_COUNT and THRESHOLDS_MAX_SPREAD.
+const getThresholdsFactor = function () {
+  const maxExponent = (THRESHOLDS_COUNT - 1) / 2
+  return THRESHOLDS_SPREAD ** (1 / maxExponent)
+}
+
+const THRESHOLDS_FACTOR = getThresholdsFactor()
+
+// Retrieve each `outliersThreshold`.
+// Each next one is divided by THRESHOLDS_SPREAD.
+// There are THRESHOLDS_COUNT of them in total.
+// Their center value is OUTLIERS_BASE_THRESHOLD.
+const getThresholds = function () {
+  return Array.from({ length: THRESHOLDS_COUNT }, getThreshold)
+}
+
+const getThreshold = function (_, index) {
+  const thresholdExponent = (THRESHOLDS_COUNT - 1) / 2 - index
+  return THRESHOLDS_BASE * THRESHOLDS_FACTOR ** thresholdExponent
+}
+
+export const THRESHOLDS = getThresholds()