index-aware reducer functions (#1553)

* index-aware reducer functions

* simplify

Author: mbostock

docs/transforms/normalize.md

@@ -120,6 +120,7 @@ The **basis** option specifies how to normalize the series values; it is one of:
 * *extent* - the minimum is mapped to zero, and the maximum to one
 * *deviation* - subtract the mean, then divide by the standard deviation
 * a function to be passed an array of values, returning the desired basis
+* a function to be passed an index and channel value array, returning the desired basis
 
 ## normalize(*basis*)
 

docs/transforms/window.md

@@ -181,7 +181,7 @@ The following named reducers are supported:
 * *first* - the first value
 * *last* - the last value
 
-A reducer may also be specified as a function to be passed an array of **k** values.
+A reducer may also be specified as a function to be passed an index of size **k** and the corresponding input channel array; or if the function only takes one argument, an array of **k** values.
 
 ## window(*k*)
 

src/options.js

@@ -211,6 +211,11 @@ export function take(values, index) {
   return map(index, (i) => values[i]);
 }
 
+// If f does not take exactly one argument, wraps it in a function that uses take.
+export function taker(f) {
+  return f.length === 1 ? (index, values) => f(take(values, index)) : f;
+}
+
 // Based on InternMap (d3.group).
 export function keyof(value) {
   return value !== null && typeof value === "object" ? value.valueOf() : value;

src/reducer.d.ts

@@ -55,7 +55,7 @@ export type ReducerName =
  * A shorthand functional reducer implementation: given an array of input
  * channel *values*, returns the corresponding reduced output value.
  */
-export type ReducerFunction<S = any, T = S> = (values: S[]) => T;
+export type ReducerFunction<S = any, T = S> = ((index: number[], values: S[]) => T) | ((values: S[]) => T);
 
 /** A reducer implementation. */
 export interface ReducerImplementation<S = any, T = S> {

src/transforms/normalize.d.ts

@@ -1,4 +1,4 @@
-import type {ReducerPercentile} from "../reducer.js";
+import type {ReducerFunction, ReducerPercentile} from "../reducer.js";
 import type {Transformed} from "./basic.js";
 import type {Map} from "./map.js";
 
@@ -32,7 +32,7 @@ export type NormalizeBasisName =
  * A functional basis implementation: given an array of input channel *values*
  * for the current series, returns the corresponding basis number (divisor).
  */
-export type NormalizeBasisFunction<T = any> = (values: T[]) => number;
+export type NormalizeBasisFunction<T = any> = ReducerFunction<T, number>;
 
 /**
  * How to normalize series values; one of:

src/transforms/normalize.js

@@ -1,6 +1,6 @@
 import {extent, deviation, max, mean, median, min, sum} from "d3";
 import {defined} from "../defined.js";
-import {percentile, take} from "../options.js";
+import {percentile, taker} from "../options.js";
 import {mapX, mapY} from "./map.js";
 
 export function normalizeX(basis, options) {
@@ -15,7 +15,7 @@ export function normalizeY(basis, options) {
 
 export function normalize(basis) {
   if (basis === undefined) return normalizeFirst;
-  if (typeof basis === "function") return normalizeBasis((I, S) => basis(take(S, I)));
+  if (typeof basis === "function") return normalizeBasis(taker(basis));
   if (/^p\d{2}$/i.test(basis)) return normalizeAccessor(percentile(basis));
   switch (`${basis}`.toLowerCase()) {
     case "deviation":

src/transforms/window.js

@@ -1,6 +1,6 @@
 import {deviation, max, min, median, mode, variance} from "d3";
 import {defined} from "../defined.js";
-import {percentile, take} from "../options.js";
+import {percentile, taker} from "../options.js";
 import {warn} from "../warnings.js";
 import {mapX, mapY} from "./map.js";
 
@@ -51,24 +51,24 @@ function maybeShift(shift) {
 
 function maybeReduce(reduce = "mean") {
   if (typeof reduce === "string") {
-    if (/^p\d{2}$/i.test(reduce)) return reduceNumbers(percentile(reduce));
+    if (/^p\d{2}$/i.test(reduce)) return reduceAccessor(percentile(reduce));
     switch (reduce.toLowerCase()) {
       case "deviation":
-        return reduceNumbers(deviation);
+        return reduceAccessor(deviation);
       case "max":
-        return reduceArray(max);
+        return reduceArray((I, V) => max(I, (i) => V[i]));
       case "mean":
         return reduceMean;
       case "median":
-        return reduceNumbers(median);
+        return reduceAccessor(median);
       case "min":
-        return reduceArray(min);
+        return reduceArray((I, V) => min(I, (i) => V[i]));
       case "mode":
-        return reduceArray(mode);
+        return reduceArray((I, V) => mode(I, (i) => V[i]));
       case "sum":
         return reduceSum;
       case "variance":
-        return reduceNumbers(variance);
+        return reduceAccessor(variance);
       case "difference":
         return reduceDifference;
       case "ratio":
@@ -80,7 +80,7 @@ function maybeReduce(reduce = "mean") {
     }
   }
   if (typeof reduce !== "function") throw new Error(`invalid reduce: ${reduce}`);
-  return reduceArray(reduce);
+  return reduceArray(taker(reduce));
 }
 
 function slice(I, i, j) {
@@ -91,29 +91,29 @@ function slice(I, i, j) {
 // function f to handle that itself (e.g., by filtering as needed). The D3
 // reducers (e.g., min, max, mean, median) do, and it’s faster to avoid
 // redundant filtering.
-function reduceNumbers(f) {
+function reduceAccessor(f) {
   return (k, s, strict) =>
     strict
       ? {
           mapIndex(I, S, T) {
-            const C = Float64Array.from(I, (i) => (S[i] === null ? NaN : S[i]));
+            const s = (i) => (S[i] == null ? NaN : +S[i]);
             let nans = 0;
-            for (let i = 0; i < k - 1; ++i) if (isNaN(C[i])) ++nans;
+            for (let i = 0; i < k - 1; ++i) if (isNaN(s(i))) ++nans;
             for (let i = 0, n = I.length - k + 1; i < n; ++i) {
-              if (isNaN(C[i + k - 1])) ++nans;
-              T[I[i + s]] = nans === 0 ? f(C.subarray(i, i + k)) : NaN;
-              if (isNaN(C[i])) --nans;
+              if (isNaN(s(i + k - 1))) ++nans;
+              T[I[i + s]] = nans === 0 ? f(slice(I, i, i + k), s) : NaN;
+              if (isNaN(s(i))) --nans;
             }
           }
         }
       : {
           mapIndex(I, S, T) {
-            const C = Float64Array.from(I, (i) => (S[i] === null ? NaN : S[i]));
+            const s = (i) => (S[i] == null ? NaN : +S[i]);
             for (let i = -s; i < 0; ++i) {
-              T[I[i + s]] = f(C.subarray(0, i + k));
+              T[I[i + s]] = f(slice(I, 0, i + k), s);
             }
             for (let i = 0, n = I.length - s; i < n; ++i) {
-              T[I[i + s]] = f(C.subarray(i, i + k));
+              T[I[i + s]] = f(slice(I, i, i + k), s);
             }
           }
         };
@@ -128,18 +128,18 @@ function reduceArray(f) {
             for (let i = 0; i < k - 1; ++i) count += defined(S[I[i]]);
             for (let i = 0, n = I.length - k + 1; i < n; ++i) {
               count += defined(S[I[i + k - 1]]);
-              if (count === k) T[I[i + s]] = f(take(S, slice(I, i, i + k)));
+              if (count === k) T[I[i + s]] = f(slice(I, i, i + k), S);
               count -= defined(S[I[i]]);
             }
           }
         }
       : {
           mapIndex(I, S, T) {
             for (let i = -s; i < 0; ++i) {
-              T[I[i + s]] = f(take(S, slice(I, 0, i + k)));
+              T[I[i + s]] = f(slice(I, 0, i + k), S);
             }
             for (let i = 0, n = I.length - s; i < n; ++i) {
-              T[I[i + s]] = f(take(S, slice(I, i, i + k)));
+              T[I[i + s]] = f(slice(I, i, i + k), S);
             }
           }
         };

test/output/aaplCloseNormalize.svg

@@ -49,3 +49,19 @@ export async function aaplCloseGridIterable() {
   const AAPL = await d3.csv<any>("data/aapl.csv", d3.autoType);
   return Plot.lineY(AAPL, {x: "Date", y: "Close"}).plot({y: {grid: [100, 120, 140]}});
 }
+
+export async function aaplCloseNormalize() {
+  const aapl = await d3.csv<any>("data/aapl.csv", d3.autoType);
+  const x = new Date("2014-01-01");
+  const X = Plot.valueof(aapl, "Date");
+  return Plot.plot({
+    y: {type: "log", grid: true, tickFormat: ".1f"},
+    marks: [
+      Plot.ruleY([1]),
+      Plot.lineY(
+        aapl,
+        Plot.normalizeY((I, Y) => Y[I.find((i) => X[i] >= x)], {x: X, y: "Close"})
+      )
+    ]
+  });
+}