M-estimator & made algorithm changed & Q-Hampel Method Test Added (#2)

* fix: m-estimator & made algorithm changed.

* feat: add q-hampel tests

* review feedback apply

Author: burakodabas

src/algorithms/m-estimator.ts

@@ -1,14 +1,15 @@
 import { Result } from '../types';
+import { median } from 'simple-statistics';
 
 export function M_Estimator(values: number[]): Result {
-  let sumSeries = 0;
+  let sumSeries = 0;  
+  
+  for (var i = values.length - 1; i >= 0; i--) {      
+    sumSeries += Math.abs(values[i] - median(values));
+  }  
 
-  for (var i = values.length - 1; i >= 0; i--) {
-    sumSeries += Math.abs(values[i] - values.length);
-  }
+  const mestimatorValue = (1 / ( 0.798 * values.length ) ) * sumSeries;   
+  const u = (1.25 * mestimatorValue) / Math.sqrt(values.length);
 
-  const sd = (1 / (0.798 * values.length)) * sumSeries;
-  const u = (1.25 * sd) / Math.sqrt(values.length);
-
-  return { value: sd, uncertainty: u };
+  return { value: mestimatorValue, uncertainty: u };
 }

src/algorithms/made.ts

@@ -1,10 +1,14 @@
 import { Result } from '../types';
+import { median } from 'simple-statistics';
 
 export function MADe(values: number[]): Result {
-  // TODO: Implement
-
-  const sd = 1;
-  const u = (1.25 * sd) / Math.sqrt(values.length);
-
-  return { value: sd, uncertainty: u };
+  const medianValue = median(values);
+  const medianArr: number[] = [];
+  values.forEach((value) => {
+    value = Math.abs(value - medianValue);
+    medianArr.push(value);
+  });
+  var result = 1.483 * median(medianArr);
+  var u = (1.25 * result) / Math.sqrt(values.length);
+  return { value: result, uncertainty: u };
 }

src/algorithms/q-hampel.ts

@@ -2,7 +2,7 @@ const { jStat } = require('jstat');
 import { median } from 'simple-statistics';
 import { get, sortBy, sumBy, round, sortedUniq, findIndex } from 'lodash';
 
-import { Result } from '../types';
+import { QHampelResult } from '../types';
 
 interface Q_Options {
   precision: number;
@@ -19,7 +19,7 @@ interface Q_Calculation {
 export function QHampel(
   results: number[],
   options: Q_Options = { precision: 8 }
-): Result {
+): QHampelResult {
   const { precision } = options;
 
   const values: number[] = ([] as number[]).concat(results).sort();
@@ -76,7 +76,7 @@ export function QHampel(
 
   return {
     value,
-    uncertainty: hampel(results, value),
+    hampel: hampel(results, value),
   };
 }
 

src/types.ts

@@ -1,5 +1,8 @@
 export type Result = {
   value: number;
-
-  uncertainty?: number;
+  uncertainty?: number;  
+};
+export type QHampelResult = {
+  value: number;  
+  hampel: number;  
 };

tests/algorithms.test.ts

@@ -1,29 +1,37 @@
-import { M_Estimator, QHampel } from '../src/lib';
+import { MADe, M_Estimator, QHampel } from '../src/lib';
 
 describe('Algorithms', () => {
-  it.skip('MADe Method', () => {
-    // TODO: Implement
+  it('MADe Method', () => {
+    const samples = [13.9, 14.12, 13.65];
+    const output = MADe(samples);
+    expect(output.value).toBeCloseTo(0.32626, 3);
   });
 
   it('M-Estimator Method', () => {
-    const results = [
+    const samples = [
       13.9, 14.12, 13.65, 14.26, 13.9, 14.25, 0, 13.96, 13.6, 13.7, 13.76, 0,
     ];
+    const output = M_Estimator(samples);
 
-    const output = M_Estimator(results);
-
-    expect(output.value).toBe(3.099415);
-    expect(output.uncertainty).toBe(1.118405);
+    expect(output.value).toBeCloseTo(3.099415, 3);
+    expect(output.uncertainty).toBeCloseTo(1.118405, 3);
   });
 
   it('Q-Hampel Method', () => {
-    const results = [
-      13.9, 14.12, 13.65, 14.26, 13.9, 14.25, 0, 13.96, 13.6, 13.7, 13.76, 0,
+    const samples = [
+      41.41, 39.22, 47.29, 82.46, 45.24, 49.96, 38.2, 45.41, 39.82, 48.17,
+      39.67, 47.55, 35.75, 46.13, 52.18, 45.15, 41.57, 43.39, 49.38, 45.67,
+      41.08, 49.28, 49.48, 48.37, 33.96, 49.4, 24.4, 41.55, 37.43, 40.63, 49.92,
+      47.88, 43.73, 38.1, 38.1, 46.82, 90.11, 45.74, 53.4, 42.65, 47.92, 42.02,
+      49.47, 43.89, 50.05, 37.41, 53.64, 56.3, 47.13, 39.08, 44.73, 47, 50.53,
+      44.22, 47.83, 46.04, 47, 36.3, 46.44, 24.79, 46.26, 39.88, 38.64, 50.19,
+      48.61, 44.18,
     ];
 
-    const output = QHampel(results);
+    const output = QHampel(samples);      
 
-    // TODO: Expected value is incorrect here. Look for a real life example.
-    expect(output.value).toBe(0.4136);
+    expect(output.value).toBeCloseTo(5.5457, 3);
+    expect(output.hampel).toBeCloseTo(44.722, 3);
+    
   });
 });