bars-fractions.js

   1 /**
   2  * @license
   3  * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
   4  * MIT-licensed (http://opensource.org/licenses/MIT)
   5  */
   6
   7 /**
   8  * @fileoverview DataHandler implementation for the combination
   9  * of error bars and fractions options.
  10  * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
  11  */
  12
  13 /*global Dygraph:false */
  14 "use strict";
  15
  16 import BarsHandler from './bars';
  17
  18 /**
  19  * @constructor
  20  * @extends Dygraph.DataHandlers.BarsHandler
  21  */
  22 var FractionsBarsHandler = function() {
  23 };
  24
  25 FractionsBarsHandler.prototype = new BarsHandler();
  26
  27 /** @inheritDoc */
  28 FractionsBarsHandler.prototype.extractSeries = function(rawData, i, options) {
  29   // TODO(danvk): pre-allocate series here.
  30   var series = [];
  31   var x, y, point, num, den, value, stddev, variance;
  32   var mult = 100.0;
  33   var sigma = options.get("sigma");
  34   var logScale = options.get('logscale');
  35   for ( var j = 0; j < rawData.length; j++) {
  36     x = rawData[j][0];
  37     point = rawData[j][i];
  38     if (logScale && point !== null) {
  39       // On the log scale, points less than zero do not exist.
  40       // This will create a gap in the chart.
  41       if (point[0] <= 0 || point[1] <= 0) {
  42         point = null;
  43       }
  44     }
  45     // Extract to the unified data format.
  46     if (point !== null) {
  47       num = point[0];
  48       den = point[1];
  49       if (num !== null && !isNaN(num)) {
  50         value = den ? num / den : 0.0;
  51         stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
  52         variance = mult * stddev;
  53         y = mult * value;
  54         // preserve original values in extras for further filtering
  55         series.push([ x, y, [ y - variance, y + variance, num, den ] ]);
  56       } else {
  57         series.push([ x, num, [ num, num, num, den ] ]);
  58       }
  59     } else {
  60       series.push([ x, null, [ null, null, null, null ] ]);
  61     }
  62   }
  63   return series;
  64 };
  65
  66 /** @inheritDoc */
  67 FractionsBarsHandler.prototype.rollingAverage =
  68     function(originalData, rollPeriod, options) {
  69   rollPeriod = Math.min(rollPeriod, originalData.length);
  70   var rollingData = [];
  71   var sigma = options.get("sigma");
  72   var wilsonInterval = options.get("wilsonInterval");
  73
  74   var low, high, i, stddev;
  75   var num = 0;
  76   var den = 0; // numerator/denominator
  77   var mult = 100.0;
  78   for (i = 0; i < originalData.length; i++) {
  79     num += originalData[i][2][2];
  80     den += originalData[i][2][3];
  81     if (i - rollPeriod >= 0) {
  82       num -= originalData[i - rollPeriod][2][2];
  83       den -= originalData[i - rollPeriod][2][3];
  84     }
  85
  86     var date = originalData[i][0];
  87     var value = den ? num / den : 0.0;
  88     if (wilsonInterval) {
  89       // For more details on this confidence interval, see:
  90       // http://en.wikipedia.org/wiki/Binomial_confidence_interval
  91       if (den) {
  92         var p = value < 0 ? 0 : value, n = den;
  93         var pm = sigma * Math.sqrt(p * (1 - p) / n + sigma * sigma / (4 * n * n));
  94         var denom = 1 + sigma * sigma / den;
  95         low = (p + sigma * sigma / (2 * den) - pm) / denom;
  96         high = (p + sigma * sigma / (2 * den) + pm) / denom;
  97         rollingData[i] = [ date, p * mult,
  98             [ low * mult, high * mult ] ];
  99       } else {
 100         rollingData[i] = [ date, 0, [ 0, 0 ] ];
 101       }
 102     } else {
 103       stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
 104       rollingData[i] = [ date, mult * value,
 105                          [ mult * (value - stddev), mult * (value + stddev) ] ];
 106     }
 107   }
 108
 109   return rollingData;
 110 };
 111
 112 export default FractionsBarsHandler;