-
-/**
- * Calculates the rolling average of a data set.
- * If originalData is [label, val], rolls the average of those.
- * If originalData is [label, [, it's interpreted as [value, stddev]
- * and the roll is returned in the same form, with appropriately reduced
- * stddev for each value.
- * Note that this is where fractional input (i.e. '5/10') is converted into
- * decimal values.
- * @param {Array} originalData The data in the appropriate format (see above)
- * @param {Number} rollPeriod The number of days over which to average the data
- */
-DateGraph.prototype.rollingAverage = function(originalData, rollPeriod) {
- if (originalData.length < 2)
- return originalData;
- var rollPeriod = Math.min(rollPeriod, originalData.length - 1);
- var rollingData = [];
- var sigma = this.sigma_;
-
- if (this.fractions_) {
- var num = 0;
- var den = 0; // numerator/denominator
- var mult = 100.0;
- for (var i = 0; i < originalData.length; i++) {
- num += originalData[i][1][0];
- den += originalData[i][1][1];
- if (i - rollPeriod >= 0) {
- num -= originalData[i - rollPeriod][1][0];
- den -= originalData[i - rollPeriod][1][1];
- }
-
- var date = originalData[i][0];
- var value = den ? num / den : 0.0;
- if (this.errorBars_) {
- if (this.wilsonInterval_) {
- // For more details on this confidence interval, see:
- // http://en.wikipedia.org/wiki/Binomial_confidence_interval
- if (den) {
- var p = value < 0 ? 0 : value, n = den;
- var pm = sigma * Math.sqrt(p*(1-p)/n + sigma*sigma/(4*n*n));
- var denom = 1 + sigma * sigma / den;
- var low = (p + sigma * sigma / (2 * den) - pm) / denom;
- var high = (p + sigma * sigma / (2 * den) + pm) / denom;
- rollingData[i] = [date,
- [p * mult, (p - low) * mult, (high - p) * mult]];
- } else {
- rollingData[i] = [date, [0, 0, 0]];
- }
- } else {
- var stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
- rollingData[i] = [date, [mult * value, mult * stddev, mult * stddev]];
- }
- } else {
- rollingData[i] = [date, mult * value];
- }
- }
- } else if (this.customBars_) {
- // just ignore the rolling for now.
- // TODO(danvk): do something reasonable.
- for (var i = 0; i < originalData.length; i++) {
- var data = originalData[i][1];
- var y = data[1];
- rollingData[i] = [originalData[i][0], [y, y - data[0], data[2] - y]];
- }
- } else {
- // Calculate the rolling average for the first rollPeriod - 1 points where
- // there is not enough data to roll over the full number of days
- var num_init_points = Math.min(rollPeriod - 1, originalData.length - 2);
- if (!this.errorBars_){
- for (var i = 0; i < num_init_points; i++) {
- var sum = 0;
- for (var j = 0; j < i + 1; j++)
- sum += originalData[j][1];
- rollingData[i] = [originalData[i][0], sum / (i + 1)];
- }
- // Calculate the rolling average for the remaining points
- for (var i = Math.min(rollPeriod - 1, originalData.length - 2);
- i < originalData.length;
- i++) {
- var sum = 0;
- for (var j = i - rollPeriod + 1; j < i + 1; j++)
- sum += originalData[j][1];
- rollingData[i] = [originalData[i][0], sum / rollPeriod];
- }
- } else {
- for (var i = 0; i < num_init_points; i++) {
- var sum = 0;
- var variance = 0;
- for (var j = 0; j < i + 1; j++) {
- sum += originalData[j][1][0];
- variance += Math.pow(originalData[j][1][1], 2);
- }
- var stddev = Math.sqrt(variance)/(i+1);
- rollingData[i] = [originalData[i][0],
- [sum/(i+1), sigma * stddev, sigma * stddev]];
- }
- // Calculate the rolling average for the remaining points
- for (var i = Math.min(rollPeriod - 1, originalData.length - 2);
- i < originalData.length;
- i++) {
- var sum = 0;
- var variance = 0;
- for (var j = i - rollPeriod + 1; j < i + 1; j++) {
- sum += originalData[j][1][0];
- variance += Math.pow(originalData[j][1][1], 2);
- }
- var stddev = Math.sqrt(variance) / rollPeriod;
- rollingData[i] = [originalData[i][0],
- [sum / rollPeriod, sigma * stddev, sigma * stddev]];
- }
- }
- }
-
- return rollingData;