X-Git-Url: https://adrianiainlam.tk/git/?a=blobdiff_plain;f=datahandler%2Fbars-fractions.js;fp=datahandler%2Fbars-fractions.js;h=0000000000000000000000000000000000000000;hb=3123ca57f71d145bb5bcc4a2f754d3dff3225346;hp=8594c07869f7732c609bbc774df7d47749bea0e7;hpb=26ee953643ccd2d32e38e6b60b20e6a01c1dc9ba;p=dygraphs.git

diff --git a/datahandler/bars-fractions.js b/datahandler/bars-fractions.js
deleted file mode 100644
index 8594c07..0000000
--- a/datahandler/bars-fractions.js
+++ /dev/null
@@ -1,113 +0,0 @@
-/**
- * @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;
-};
-
-})();