Crate hampel

Sequential outlier detection and removal using Hampel identifiers.

It supports f32 and f64.

Example

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
}

Structs

• Window
  Window of Hampel filter