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wink-statistics

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Fast and Numerically Stable Statistical Analysis Utilities

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// wink-statistics // Fast and Numerically Stable Statistical Analysis Utilities. // // Copyright (C) GRAYPE Systems Private Limited // // This file is part of “wink-statistics”. // // Permission is hereby granted, free of charge, to any person obtaining a // copy of this software and associated documentation files (the "Software"), // to deal in the Software without restriction, including without limitation // the rights to use, copy, modify, merge, publish, distribute, sublicense, // and/or sell copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following conditions: // // The above copyright notice and this permission notice shall be included // in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS // OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, // FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL // THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER // LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER // DEALINGS IN THE SOFTWARE. // ## data // Load five number summary. var fiveNumSummary = require( './data-five-num-summary.js' ); // Load accessor. var value = require( './accessor.js' ); // ### Boxplot /** * * Performs complete [boxplot](https://en.wikipedia.org/wiki/Box_plot) analysis * including computation of notches and outliers. * * @memberof data * @param {array} sortedData sorted in ascending order of value. * @param {number} [coeff=1.5] used for outliers computation. * @param {(string|number|function)} [accessor=undefined] required when elements of * `sortedData` are objects or arrays instead of numbers. * For objects, use key (string) to access the value; in case of arrays, use * index (number) to access the value; or it could be a function * that extracts the value from the element passed to it. * @returns {object} consisting of `min`, `q1`, `median`, `q3`, * `max`, `iqr`, `range`, `size` along with `leftNotch`, and `rightNotch`. * The `leftOutliers/rightOutliers` (object), if present, contains the `count`, `fence` * and `begin/end` indexes to `sortedData` for easy extraction of exact values. * @example * var data = [ * -12, 14, 14, 14, 16, 18, 20, 20, 21, 23, 27, 27, 27, 29, 31, * 31, 32, 32, 34, 36, 40, 40, 40, 40, 40, 42, 51, 56, 60, 88 * ]; * boxplot( data ); * returns { * // min: -12, q1: 20, median: 31, q3: 40, max: 88, * // iqr: 20, range: 100, size: 30, * // leftOutliers: { begin: 0, end: 0, count: 1, fence: 14 }, * // rightOutliers: { begin: 29, end: 29, count: 1, fence: 60 }, * // leftNotch: 25.230655727612252, * // rightNotch: 36.76934427238775 * // } */ var boxplot = function ( sortedData, coeff, accessor ) { var fns = fiveNumSummary( sortedData, accessor ); var coef = Math.abs( coeff || 1.5 ); var i; var iqrXcoef = fns.iqr * coef; var leftFence = fns.q1 - iqrXcoef; var leftOutliers, rightOutliers; var rightFence = fns.q3 + iqrXcoef; var ci = ( 1.58 * fns.iqr ) / ( Math.sqrt( fns.size ) ); // Compute outliers only and only if `iqrXcoef` is greater than `0`, because // with `iqrXcoef` as `0`, fences will become `q1` and `q3` respectively! if ( iqrXcoef > 0 ) { // Compute Left outliers, if any. for ( i = 0; value( sortedData[ i ], accessor ) < leftFence; i += 1 ) ; leftOutliers = { begin: 0, end: ( i - 1 ), count: i, fence: value( sortedData[ i ], accessor ) }; // Compute right outliers, if any. for ( i = fns.size - 1; value( sortedData[ i ], accessor ) > rightFence; i -= 1 ) ; rightOutliers = { begin: ( i + 1 ), end: ( fns.size - 1 ), count: ( fns.size - i - 1 ), fence: value( sortedData[ i ], accessor ) }; // Add left and/or right outliers to `rs`. if ( leftOutliers.count ) fns.leftOutliers = leftOutliers; if ( rightOutliers.count ) fns.rightOutliers = rightOutliers; } // Add notches. fns.leftNotch = fns.median - ci; fns.rightNotch = fns.median + ci; return ( fns ); }; // boxplot() module.exports = boxplot;