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@SpaceActuary
Last active November 28, 2015 20:03
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Loss Limiting
<!DOCTYPE html>
<head>
<meta charset="utf-8">
<script src="https://cdnjs.cloudflare.com/ajax/libs/d3/3.5.5/d3.min.js"></script>
<script src="https://cdn.jsdelivr.net/jstat/1.5.0/jstat.min.js"></script>
<style>
body { margin:0;position:fixed;top:0;right:0;bottom:0;left:0; }
svg { width: 100%; height: 100%; }
path {
stroke: steelblue;
stroke-width: 1;
fill: none;
}
.axis { shape-rendering: crispEdges; }
.x.axis line { stroke: lightgrey; }
.x.axis .minor { stroke-opacity: .5; }
.x.axis path { display: none; }
.y.axis line, .y.axis path {
fill: none;
stroke: #000;
}
</style>
</head>
<body>
<script>
var margin = {top: 20, right: 10, bottom: 20, left: 10};
var width = 960 - margin.left - margin.right;
var height = 500 - margin.top - margin.bottom;
var svg = d3.select("body").append("svg")
.attr("width", width + margin.left + margin.right)
.attr("height", height + margin.top + margin.bottom)
.append("g")
.attr("transform", "translate(" + margin.left + "," + margin.top + ")");
var gammaShape = 100,
gammaScale = 1000;
var c = 100;
var l = 100000;
console.log("sample", jStat.gamma.sample(gammaShape,
gammaScale));
var data = d3.range(1, c).map(function(i){
var n = jStat.poisson.sample(10);
var c = d3.range(1, n).map(function(j){
x = jStat.gamma.sample(gammaShape,
gammaScale);
x_cap = Math.min(x, l);
return {
"x": x,
"x_cap": x_cap
};
})
var s = d3.sum(c, function(d){ return d.x; }),
s_cap = d3.sum(c, function(d){ return d.x_cap; });
return {
"i": i,
"n": n,
"c": c,
"s": s,
"s_cap": s_cap
}
});
console.log("data", data[2]);
var x = d3.scale.linear()
.range([0, width])
.domain(d3.extent(data, function(d){ return d.i; }));
var xbar = d3.scale.ordinal()
.rangeBands([0, width], 0.1)
.domain(d3.range(c));
var y = d3.scale.linear()
.range([0, height])
.domain([0, d3.max(data, function(d){ return d.s; })]);
//console.log("unsorted x", data.map(function(d){ return d.x; }))
data.sort(function(a, b){ return a.s - b.s; });
//console.log("sorted x", data.map(function(d){ return d.x; }))
var grps = svg.selectAll("g.c")
.data(data)
.enter()
.append("g")
.attr("class", "c");
grps.selectAll("rect.capped")
.data(data)
.enter()
.append("rect")
.attr("class", "capped")
.attr("x", function(d, i){ return xbar(i); })
.attr("y", function(d, i){ return height - y(d.s_cap); })
.attr("height", function(d, i){ return y(d.s_cap); })
.attr("width", xbar.rangeBand())
.attr("fill", "lightsteelblue")
;
grps.selectAll("rect.excess")
.data(data)
.enter()
.append("rect")
.attr("class", "excess")
.attr("x", function(d, i){ return xbar(i); })
.attr("y", function(d, i){ return height - y(d.s); })
.attr("height", function(d, i){ return y(d.s) - y(d.s_cap); })
.attr("width", xbar.rangeBand())
.attr("fill", "steelblue")
;
/*
svg.selectAll("circle")
.data(data)
.enter()
.append("circle")
.attr("cx", function(d, i){ return i * 50 + 5; })
.attr("cy", function(d, i){ return height - y(i * 500); })
.attr("height", function(d, i){ return y(i * 500); })
.attr("r", 5)
.attr("fill", "tomato")
;
*/
var line = d3.svg.line()
.x(function(d, i) { return xbar(i) + xbar.rangeBand()/2; })
.y(function(d) { return height - y(d.s); })
.interpolate("linear");
svg.append("svg:path").attr("d", line(data));
//console.log("gamma mean", jStat.gamma.mean(5, 2));
</script>
</body>
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