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 (function() {
  13
  14 /*global Dygraph:false */
  15 "use strict";
  16
  17 /**
  18  * @constructor
  19  * @extends Dygraph.DataHandlers.BarsHandler
  20  */
  21 Dygraph.DataHandlers.ErrorBarsHandler = function() {
  22 };
  23
  24 var ErrorBarsHandler = Dygraph.DataHandlers.ErrorBarsHandler;
  25 ErrorBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
  26
  27 /** @inheritDoc */
  28 ErrorBarsHandler.prototype.extractSeries = function(rawData, i, options) {
  29   // TODO(danvk): pre-allocate series here.
  30   var series = [];
  31   var x, y, variance, point;
  32   var sigma = options.get("sigma");
  33   var logScale = options.get('logscale');
  34   for ( var j = 0; j < rawData.length; j++) {
  35     x = rawData[j][0];
  36     point = rawData[j][i];
  37     if (logScale && point !== null) {
  38       // On the log scale, points less than zero do not exist.
  39       // This will create a gap in the chart.
  40       if (point[0] <= 0 || point[0] - sigma * point[1] <= 0) {
  41         point = null;
  42       }
  43     }
  44     // Extract to the unified data format.
  45     if (point !== null) {
  46       y = point[0];
  47       if (y !== null && !isNaN(y)) {
  48         variance = sigma * point[1];
  49         // preserve original error value in extras for further
  50         // filtering
  51         series.push([ x, y, [ y - variance, y + variance, point[1] ] ]);
  52       } else {
  53         series.push([ x, y, [ y, y, y ] ]);
  54       }
  55     } else {
  56       series.push([ x, null, [ null, null, null ] ]);
  57     }
  58   }
  59   return series;
  60 };
  61
  62 /** @inheritDoc */
  63 ErrorBarsHandler.prototype.rollingAverage =
  64     function(originalData, rollPeriod, options) {
  65   rollPeriod = Math.min(rollPeriod, originalData.length);
  66   var rollingData = [];
  67   var sigma = options.get("sigma");
  68
  69   var i, j, y, v, sum, num_ok, stddev, variance, value;
  70
  71   // Calculate the rolling average for the first rollPeriod - 1 points
  72   // where there is not enough data to roll over the full number of points
  73   for (i = 0; i < originalData.length; i++) {
  74     sum = 0;
  75     variance = 0;
  76     num_ok = 0;
  77     for (j = Math.max(0, i - rollPeriod + 1); j < i + 1; j++) {
  78       y = originalData[j][1];
  79       if (y === null || isNaN(y))
  80         continue;
  81       num_ok++;
  82       sum += y;
  83       variance += Math.pow(originalData[j][2][2], 2);
  84     }
  85     if (num_ok) {
  86       stddev = Math.sqrt(variance) / num_ok;
  87       value = sum / num_ok;
  88       rollingData[i] = [ originalData[i][0], value,
  89           [value - sigma * stddev, value + sigma * stddev] ];
  90     } else {
  91       // This explicitly preserves NaNs to aid with "independent
  92       // series".
  93       // See testRollingAveragePreservesNaNs.
  94       v = (rollPeriod == 1) ? originalData[i][1] : null;
  95       rollingData[i] = [ originalData[i][0], v, [ v, v ] ];
  96     }
  97   }
  98
  99   return rollingData;
 100 };
 101
 102 })();