Merge pull request #565 from danvk/gulp

[dygraphs.git] / src / datahandler / bars-fractions.js

diff --git a/src/datahandler/bars-fractions.js b/src/datahandler/bars-fractions.js
new file mode 100644 (file)
index 0000000..8594c07
--- /dev/null
+++ b/src/datahandler/bars-fractions.js
@@ -0,0 +1,113 @@
+/**
+ * @license
+ * Copyright 2013 David Eberlein (david.eberlein@ch.sauter-bc.com)
+ * MIT-licensed (http://opensource.org/licenses/MIT)
+ */
+
+/**
+ * @fileoverview DataHandler implementation for the combination 
+ * of error bars and fractions options.
+ * @author David Eberlein (david.eberlein@ch.sauter-bc.com)
+ */
+
+(function() {
+
+/*global Dygraph:false */
+"use strict";
+
+/**
+ * @constructor
+ * @extends Dygraph.DataHandlers.BarsHandler
+ */
+Dygraph.DataHandlers.FractionsBarsHandler = function() {
+};
+
+var FractionsBarsHandler = Dygraph.DataHandlers.FractionsBarsHandler;
+FractionsBarsHandler.prototype = new Dygraph.DataHandlers.BarsHandler();
+
+/** @inheritDoc */
+FractionsBarsHandler.prototype.extractSeries = function(rawData, i, options) {
+  // TODO(danvk): pre-allocate series here.
+  var series = [];
+  var x, y, point, num, den, value, stddev, variance;
+  var mult = 100.0;
+  var sigma = options.get("sigma");
+  var logScale = options.get('logscale');
+  for ( var j = 0; j < rawData.length; j++) {
+    x = rawData[j][0];
+    point = rawData[j][i];
+    if (logScale && point !== null) {
+      // On the log scale, points less than zero do not exist.
+      // This will create a gap in the chart.
+      if (point[0] <= 0 || point[1] <= 0) {
+        point = null;
+      }
+    }
+    // Extract to the unified data format.
+    if (point !== null) {
+      num = point[0];
+      den = point[1];
+      if (num !== null && !isNaN(num)) {
+        value = den ? num / den : 0.0;
+        stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
+        variance = mult * stddev;
+        y = mult * value;
+        // preserve original values in extras for further filtering
+        series.push([ x, y, [ y - variance, y + variance, num, den ] ]);
+      } else {
+        series.push([ x, num, [ num, num, num, den ] ]);
+      }
+    } else {
+      series.push([ x, null, [ null, null, null, null ] ]);
+    }
+  }
+  return series;
+};
+
+/** @inheritDoc */
+FractionsBarsHandler.prototype.rollingAverage =
+    function(originalData, rollPeriod, options) {
+  rollPeriod = Math.min(rollPeriod, originalData.length);
+  var rollingData = [];
+  var sigma = options.get("sigma");
+  var wilsonInterval = options.get("wilsonInterval");
+
+  var low, high, i, stddev;
+  var num = 0;
+  var den = 0; // numerator/denominator
+  var mult = 100.0;
+  for (i = 0; i < originalData.length; i++) {
+    num += originalData[i][2][2];
+    den += originalData[i][2][3];
+    if (i - rollPeriod >= 0) {
+      num -= originalData[i - rollPeriod][2][2];
+      den -= originalData[i - rollPeriod][2][3];
+    }
+
+    var date = originalData[i][0];
+    var value = den ? num / den : 0.0;
+    if (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;
+        low = (p + sigma * sigma / (2 * den) - pm) / denom;
+        high = (p + sigma * sigma / (2 * den) + pm) / denom;
+        rollingData[i] = [ date, p * mult,
+            [ low * mult, high * mult ] ];
+      } else {
+        rollingData[i] = [ date, 0, [ 0, 0 ] ];
+      }
+    } else {
+      stddev = den ? sigma * Math.sqrt(value * (1 - value) / den) : 1.0;
+      rollingData[i] = [ date, mult * value, 
+                         [ mult * (value - stddev), mult * (value + stddev) ] ];
+    }
+  }
+
+  return rollingData;
+};
+
+})();