JS Hampel Filter

hampel.js

/*
  Hampel Filter implemented in JavaScript by Adam O'Grady
  AN: Very basic (ie: improve before using in production) function I needed for some work stuff, used for detecting and removing outliers in a moving window via Median Absolute Deviation (MAD)
  PARAMS:
    data - Array of numbers to be examined
    half_window: Integer representing half the moving window size to use
    threshold: Integer for the maximum multiple of the Median Absolute Deviation before it's considered an outlier and replaced with the median
  RETURNS:
    object:
      data: updated, smoothed array
      ind: original indicies of removed outliers
*/
function hampelFilter(data, half_window, threshold) {
  if (typeof threshold === 'undefined') {
    threshold = 3;
  }
  var n = data.length;
  var data_copy = data;
  var ind = [];
  var L = 1.4826;
  for (var i = half_window + 1; i < n - half_window; i++) {
    var med = median(data.slice(i - half_window, i + half_window));
    var MAD = L * median(data.slice(i - half_window, i + half_window).map(function(e) { return Math.abs(e - med) }));
    if (Math.abs(data[i] - med) / MAD > threshold) {
      data_copy[i] = med;
      ind = ind.concat(i);
    }
  }
  return {
    data: data_copy,
    outliers: ind
  };
}