adds tests

src/pg/sql/18_outliers.sql

@@ -12,6 +12,7 @@ END;
 $$ LANGUAGE plpgsql;
 
 -- Find outliers by a percentage above the threshold
+-- TODO: add symmetric option? `symmetric boolean DEFAULT false`
 
 CREATE OR REPLACE FUNCTION CDB_PercentOutlier(attr numeric[], outlier_fraction numeric, ids int[])
 RETURNS TABLE(outlier boolean, rowid int)
@@ -21,10 +22,15 @@ DECLARE
   out_vals boolean[];
 BEGIN
 
-  SELECT avg(i) INTO avg_val FROM unnest(attr) As x(i);
+  SELECT avg(i) INTO avg_val
+    FROM unnest(attr) As x(i);
 
-  SELECT array_agg( i > avg_val * outlier_fraction) INTO out_vals
+  SELECT array_agg(
-  FROM unnest(attr) As x(i);
+           CASE WHEN avg_val = 0 THEN null
+                ELSE  outlier_fraction > i / avg_val
+           END
+              ) INTO out_vals
+    FROM unnest(attr) As x(i);
 
   RETURN QUERY
   SELECT unnest(out_vals) As outlier,
@@ -45,10 +51,10 @@ DECLARE
 BEGIN
 
   SELECT stddev(i), avg(i) INTO stddev_val, avg_val
-  FROM unnest(attrs) As x(i);
+    FROM unnest(attrs) As x(i);
 
   SELECT array_agg(abs(i - avg_val) / stddev_val > num_deviations) INTO out_vals
-  FROM unnest(attrs) As x(i);
+    FROM unnest(attrs) As x(i);
 
 
   RETURN QUERY

src/pg/test/expected/18_outliers.out

@@ -0,0 +1,16 @@
+outlier|rowid
+t|11
+t|16
+t|17
+outlier|rowid
+t|16
+t|17
+outlier|rowid
+t|8
+t|11
+t|16
+outlier|rowid
+t|8
+t|9
+t|11
+t|15

src/pg/test/sql/18_outliers.sql

@@ -0,0 +1,70 @@
+SET client_min_messages TO WARNING;
+\set ECHO none
+\pset format unaligned
+
+--
+-- postgres=# select round(avg(i), 3) as avg,
+--                   round(stddev(i), 3) as stddev,
+--                   round(avg(i) + stddev(i), 3) as one_stddev,
+--                   round(avg(i) + 2 * stddev(i), 3) As two_stddev
+--            from unnest(ARRAY[1,3,2,3,5,1,2,32,12,3,57,2,1,4,2,100]) As x(i);
+--   avg   | stddev | one_stddev | two_stddev
+-- --------+--------+------------+------------
+--  14.375 | 27.322 |     41.697 |     69.020
+
+
+-- With an threshold of 1.0 standard deviation, ids 11, 16, and 17 are outliers
+WITH a AS (
+    SELECT
+      ARRAY[1,3,2,3,5,1,2,32,12, 3,57, 2, 1, 4, 2,100,-100]::numeric[] As vals, ARRAY[1,2,3,4,5,6,7, 8, 9,10,11,12,13,14,15, 16,  17]::int[] As ids
+), b As (
+  SELECT
+    (cdb_StdDevOutlier(vals, 1.0, ids)).*
+  FROM a
+  ORDER BY ids)
+SELECT *
+FROM b
+WHERE outlier IS TRUE;
+
+-- With a threshold of 2.0 standard deviations, id 16 is the only outlier
+WITH a AS (
+    SELECT
+      ARRAY[1,3,2,3,5,1,2,32,12, 3,57, 2, 1, 4, 2,100,-100]::numeric[] As vals,
+      ARRAY[1,2,3,4,5,6,7, 8, 9,10,11,12,13,14,15, 16,  17]::int[] As ids
+), b As (
+  SELECT
+    (CDB_StdDevOutlier(vals, 2.0, ids)).*
+  FROM a
+  ORDER BY ids)
+SELECT *
+FROM b
+WHERE outlier IS TRUE;
+
+-- With a ratio threshold of 2.0 threshold (100% above or below the mean)
+--  which is greater than ~21, which are values
+WITH a AS (
+    SELECT
+      ARRAY[1,3,2,3,5,1,2,32,12, 3,57, 2, 1, 4, 2,100,-100]::numeric[] As vals,
+      ARRAY[1,2,3,4,5,6,7, 8, 9,10,11,12,13,14,15, 16,  17]::int[] As ids
+), b As (
+  SELECT
+    (CDB_PercentOutlier(vals, 2.0, ids)).*
+  FROM a
+  ORDER BY ids)
+SELECT *
+  FROM b
+ WHERE outlier IS TRUE;
+
+-- With a static threshold of 11, what are the outliers
+WITH a AS (
+     SELECT
+       ARRAY[1,3,2,3,5,1,2,32,12, 3,57, 2, 1, 4, 2,100,-100]::numeric[] As vals,
+       ARRAY[1,2,3,4,5,6,7, 8, 9,10,11,12,13,14,15, 16,  17]::int[] As ids
+ ), b As (
+   SELECT unnest(vals) As v, unnest(ids) as i
+     FROM a
+ )
+SELECT CDB_StaticOutlier(v, 11.0), i
+  FROM b
+WHERE CDB_StaticOutlier(v, 11.0) is True
+ORDER BY i;