Sequential outlier detection and removal using Hampel identifiers.
It supports f32 and f64.
Add this to your Cargo.toml:
[dependencies]
hampel = "0.1"src/main.rs:
use hampel::Window;
fn main() {
// Window size: 5 (>= 3)
// Initialization value of window: 0.0
// Threshold: Median of the window ±3σ.
let mut filter = Window::<f64, 5>::new(0.0, 3.0);
let input_vals = [0.0; 100]; // <- Containing outliers
let mut filtered_vals = [0.0; 100];
for (i, val) in input_vals.iter().enumerate() {
filtered_vals[i] = filter.update(*val);
}
// filtered_vals <-- Outliers have been removed
}
Licensed under either of Apache License, Version 2.0 or MIT License at your option.
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