src/datahandler/bars-error.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 error bars option.
   9  * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
  10  */
  11
  12 /*global Dygraph:false */
  13 "use strict";
  14
  15 import BarsHandler from './bars';
  16
  17 /**
  18  * @constructor
  19  * @extends BarsHandler
  20  */
  21 var ErrorBarsHandler = function() {
  22 };
  23
  24 ErrorBarsHandler.prototype = new BarsHandler();
  25
  26 /** @inheritDoc */
  27 ErrorBarsHandler.prototype.extractSeries = function(rawData, i, options) {
  28   // TODO(danvk): pre-allocate series here.
  29   var series = [];
  30   var x, y, variance, point;
  31   var sigma = options.get("sigma");
  32   var logScale = options.get('logscale');
  33   for ( var j = 0; j < rawData.length; j++) {
  34     x = rawData[j][0];
  35     point = rawData[j][i];
  36     if (logScale && point !== null) {
  37       // On the log scale, points less than zero do not exist.
  38       // This will create a gap in the chart.
  39       if (point[0] <= 0 || point[0] - sigma * point[1] <= 0) {
  40         point = null;
  41       }
  42     }
  43     // Extract to the unified data format.
  44     if (point !== null) {
  45       y = point[0];
  46       if (y !== null && !isNaN(y)) {
  47         variance = sigma * point[1];
  48         // preserve original error value in extras for further
  49         // filtering
  50         series.push([ x, y, [ y - variance, y + variance, point[1] ] ]);
  51       } else {
  52         series.push([ x, y, [ y, y, y ] ]);
  53       }
  54     } else {
  55       series.push([ x, null, [ null, null, null ] ]);
  56     }
  57   }
  58   return series;
  59 };
  60
  61 /** @inheritDoc */
  62 ErrorBarsHandler.prototype.rollingAverage =
  63     function(originalData, rollPeriod, options) {
  64   rollPeriod = Math.min(rollPeriod, originalData.length);
  65   var rollingData = [];
  66   var sigma = options.get("sigma");
  67
  68   var i, j, y, v, sum, num_ok, stddev, variance, value;
  69
  70   // Calculate the rolling average for the first rollPeriod - 1 points
  71   // where there is not enough data to roll over the full number of points
  72   for (i = 0; i < originalData.length; i++) {
  73     sum = 0;
  74     variance = 0;
  75     num_ok = 0;
  76     for (j = Math.max(0, i - rollPeriod + 1); j < i + 1; j++) {
  77       y = originalData[j][1];
  78       if (y === null || isNaN(y))
  79         continue;
  80       num_ok++;
  81       sum += y;
  82       variance += Math.pow(originalData[j][2][2], 2);
  83     }
  84     if (num_ok) {
  85       stddev = Math.sqrt(variance) / num_ok;
  86       value = sum / num_ok;
  87       rollingData[i] = [ originalData[i][0], value,
  88           [value - sigma * stddev, value + sigma * stddev] ];
  89     } else {
  90       // This explicitly preserves NaNs to aid with "independent
  91       // series".
  92       // See testRollingAveragePreservesNaNs.
  93       v = (rollPeriod == 1) ? originalData[i][1] : null;
  94       rollingData[i] = [ originalData[i][0], v, [ v, v ] ];
  95     }
  96   }
  97
  98   return rollingData;
  99 };
 100
 101 export default ErrorBarsHandler;