feat: correlate data series

closes #26

src/transforms.spec.ts

@@ -1,4 +1,4 @@
-import { transformToLinePlotData } from './transforms'
+import { correlateDataSeries, transformToLinePlotData } from './transforms'
 import type { Datapoint } from './transforms'
 
 describe('module transforms', () => {
@@ -136,4 +136,118 @@ describe('module transforms', () => {
 			expect(output).toEqual(expectedDatapoints)
 		})
 	})
+
+	describe('correlateDataSeries', () => {
+		it('returns empty for series A empty', () => {
+			const seriesX: Datapoint<number>[] = []
+			const seriesY: Datapoint<number>[] = [
+				{ x: 10, y: 1 },
+				{ x: 20, y: 2 },
+				{ x: 30, y: 3 },
+			]
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toHaveLength(0)
+		})
+
+		it('returns empty for series B empty', () => {
+			const seriesX: Datapoint<number>[] = []
+			const seriesY: Datapoint<number>[] = [
+				{ x: 10, y: 1 },
+				{ x: 20, y: 2 },
+				{ x: 30, y: 3 },
+			]
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toHaveLength(0)
+		})
+
+		it('returns empty for series A and B empty', () => {
+			const seriesX: Datapoint<number>[] = []
+			const seriesY: Datapoint<number>[] = []
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toHaveLength(0)
+		})
+
+		it('returns empty for series A and B having different x', () => {
+			const seriesX: Datapoint<number>[] = [
+				{ x: 10, y: 1 },
+				{ x: 20, y: 2 },
+				{ x: 30, y: 3 },
+			]
+			const seriesY: Datapoint<number>[] = [
+				{ x: 11, y: 1 },
+				{ x: 21, y: 2 },
+				{ x: 31, y: 3 },
+			]
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toHaveLength(0)
+		})
+
+		it('returns simple correlated result', () => {
+			const seriesX: Datapoint<number>[] = [
+				{ x: 10, y: 1 },
+				{ x: 20, y: 2 },
+				{ x: 30, y: 3 },
+			]
+			const seriesY: Datapoint<number>[] = [
+				{ x: 10, y: 4 },
+				{ x: 20, y: 5 },
+				{ x: 30, y: 6 },
+			]
+			const expectedDataPoints = [
+				{ x: 1, y: 4 },
+				{ x: 2, y: 5 },
+				{ x: 3, y: 6 },
+			]
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toEqual(expectedDataPoints)
+		})
+
+		it('returns partial correlated result', () => {
+			const seriesX: Datapoint<number>[] = [
+				{ x: 10, y: 1 },
+				{ x: 20, y: 2 },
+				{ x: 30, y: 3 },
+			]
+			const seriesY: Datapoint<number>[] = [
+				{ x: 10, y: 4 },
+				{ x: 21, y: 5 },
+				{ x: 30, y: 6 },
+			]
+			const expectedDataPoints = [
+				{ x: 1, y: 4 },
+				{ x: 3, y: 6 },
+			]
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toEqual(expectedDataPoints)
+		})
+
+		it('returns multiple datapoints with the same x and different y', () => {
+			const seriesX: Datapoint<number>[] = [
+				{ x: 10, y: 1 },
+				{ x: 20, y: 2 },
+				{ x: 30, y: 3 },
+				{ x: 40, y: 2 },
+				{ x: 50, y: 3 },
+				{ x: 60, y: 2 },
+			]
+			const seriesY: Datapoint<number>[] = [
+				{ x: 10, y: 4 },
+				{ x: 20, y: 5 },
+				{ x: 30, y: 6 },
+				{ x: 40, y: 7 },
+				{ x: 50, y: 8 },
+				{ x: 60, y: 9 },
+			]
+			const expectedDataPoints = [
+				{ x: 1, y: 4 },
+				{ x: 2, y: 5 },
+				{ x: 3, y: 6 },
+				{ x: 2, y: 7 },
+				{ x: 3, y: 8 },
+				{ x: 2, y: 9 },
+			]
+			const output = correlateDataSeries(seriesX, seriesY)
+			expect(output).toEqual(expectedDataPoints)
+		})
+	})
 })

src/transforms.ts

@@ -60,3 +60,39 @@ export function transformToLinePlotData<Y>(
 	}
 	return result
 }
+
+export type Correlation<T> = { x: T; y: T }[]
+
+/**
+ * Correlate two data series X(t) and Y(t).
+ * For every t in the range try to find a datapoint in each X(t) and Y(t) and pair them up.
+ *
+ * result := { (x,y) | x in X(t) and y in Y(t) for the same value of t }
+ *
+ * @param seriesX	The data points that will become the X values of the correlation
+ * @param seriesY The data points that will become the Y values of the correlation
+ * @returns An array of correlated data points
+ */
+export function correlateDataSeries<T>(
+	seriesX: Datapoint<T>[],
+	seriesY: Datapoint<T>[]
+): Correlation<T> {
+	const result: Correlation<T> = []
+
+	// initialize lookup map
+	const lookupY = new Map<number, T>()
+	for (const pt of seriesY) {
+		lookupY.set(pt.x, pt.y)
+	}
+
+	// populate correlation
+	for (const ptX of seriesX) {
+		const t = ptX.x
+		const x = ptX.y
+		const y = lookupY.get(t)
+		if (y === undefined) continue
+		result.push({ x, y })
+	}
+
+	return result
+}