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28 lines
872 B
Python
28 lines
872 B
Python
import numpy as np
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m = [[0.0, 4.5], [0.0, 4.5], [11.6, 4.4], [12.2, 4.3], [1.4, 3.9], [1.4, 3.9], [2.5, 3.8], [0.1, 3.8], [0.5, 5.1], [0.7, 5.2], [0.7, 5.1], [0.0, 4.6], [0.0, 4.6]]
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m = np.transpose(np.array(m))
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xu_ = np.mean(m[1,:])
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yu_ = np.mean(m[0,:])
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xr_ = np.sqrt(np.var(m[0,:]))
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yr_ = np.sqrt(np.var(m[1,:]))
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#
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# -- normalizing the matrix before computing covariance
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#
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mn = np.array([list( (m[0,:]-xu_)/xr_),list( (m[1,:]-yu_)/yr_)])
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cx = np.cov(mn)
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n = m.shape[0]
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x = np.array([2.5,3.1])
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u = np.array([xu_,yu_])
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d = np.matrix(x - u)
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d.shape = (n,1)
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a = (2*(np.pi)**(n/2))*np.linalg.det(cx)**0.5
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b = np.exp(-0.5*np.transpose(d) * (cx**-1)*d)
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from scipy.stats import multivariate_normal
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xo= multivariate_normal.pdf(x,u,cx)
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yo= (b/a)[0,0]
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for row in np.transpose(m):
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print ",".join([str(value) for value in row])
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#-- We are ready to perform anomaly detection ...
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