Merge pull request #673 from danvk/track-code-size
[dygraphs.git] / src / 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 /**
19 * @constructor
20 * @extends Dygraph.DataHandlers.BarsHandler
21 */
22 Dygraph.DataHandlers.FractionsBarsHandler = function() {
23 };
24
25 var FractionsBarsHandler = Dygraph.DataHandlers.FractionsBarsHandler;
26 FractionsBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
27
28 /** @inheritDoc */
29 FractionsBarsHandler.prototype.extractSeries = function(rawData, i, options) {
30 // TODO(danvk): pre-allocate series here.
31 var series = [];
32 var x, y, point, num, den, value, stddev, variance;
33 var mult = 100.0;
34 var sigma = options.get("sigma");
35 var logScale = options.get('logscale');
36 for ( var j = 0; j < rawData.length; j++) {
37 x = rawData[j][0];
38 point = rawData[j][i];
39 if (logScale && point !== null) {
40 // On the log scale, points less than zero do not exist.
41 // This will create a gap in the chart.
42 if (point[0] <= 0 || point[1] <= 0) {
43 point = null;
44 }
45 }
46 // Extract to the unified data format.
47 if (point !== null) {
48 num = point[0];
49 den = point[1];
50 if (num !== null && !isNaN(num)) {
51 value = den ? num / den : 0.0;
52 stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
53 variance = mult * stddev;
54 y = mult * value;
55 // preserve original values in extras for further filtering
56 series.push([ x, y, [ y - variance, y + variance, num, den ] ]);
57 } else {
58 series.push([ x, num, [ num, num, num, den ] ]);
59 }
60 } else {
61 series.push([ x, null, [ null, null, null, null ] ]);
62 }
63 }
64 return series;
65 };
66
67 /** @inheritDoc */
68 FractionsBarsHandler.prototype.rollingAverage =
69 function(originalData, rollPeriod, options) {
70 rollPeriod = Math.min(rollPeriod, originalData.length);
71 var rollingData = [];
72 var sigma = options.get("sigma");
73 var wilsonInterval = options.get("wilsonInterval");
74
75 var low, high, i, stddev;
76 var num = 0;
77 var den = 0; // numerator/denominator
78 var mult = 100.0;
79 for (i = 0; i < originalData.length; i++) {
80 num += originalData[i][2][2];
81 den += originalData[i][2][3];
82 if (i - rollPeriod >= 0) {
83 num -= originalData[i - rollPeriod][2][2];
84 den -= originalData[i - rollPeriod][2][3];
85 }
86
87 var date = originalData[i][0];
88 var value = den ? num / den : 0.0;
89 if (wilsonInterval) {
90 // For more details on this confidence interval, see:
91 // http://en.wikipedia.org/wiki/Binomial_confidence_interval
92 if (den) {
93 var p = value < 0 ? 0 : value, n = den;
94 var pm = sigma * Math.sqrt(p * (1 - p) / n + sigma * sigma / (4 * n * n));
95 var denom = 1 + sigma * sigma / den;
96 low = (p + sigma * sigma / (2 * den) - pm) / denom;
97 high = (p + sigma * sigma / (2 * den) + pm) / denom;
98 rollingData[i] = [ date, p * mult,
99 [ low * mult, high * mult ] ];
100 } else {
101 rollingData[i] = [ date, 0, [ 0, 0 ] ];
102 }
103 } else {
104 stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
105 rollingData[i] = [ date, mult * value,
106 [ mult * (value - stddev), mult * (value + stddev) ] ];
107 }
108 }
109
110 return rollingData;
111 };
112
113 })();