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