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