Merge pull request #2650 from plotly/violin-span-fix

Violin span fix

Author: etpinard

src/traces/violin/calc.js

@@ -38,17 +38,13 @@ module.exports = function calc(gd, trace) {
     for(var i = 0; i < cd.length; i++) {
         var cdi = cd[i];
         var vals = cdi.pts.map(helpers.extractVal);
-        var len = vals.length;
 
-        // sample standard deviation
-        var ssd = Lib.stdev(vals, len - 1, cdi.mean);
-        var bandwidthDflt = ruleOfThumbBandwidth(vals, ssd, cdi.q3 - cdi.q1);
-        var bandwidth = cdi.bandwidth = trace.bandwidth || bandwidthDflt;
+        var bandwidth = cdi.bandwidth = calcBandwidth(trace, cdi, vals);
         var span = cdi.span = calcSpan(trace, cdi, valAxis, bandwidth);
 
         // step that well covers the bandwidth and is multiple of span distance
         var dist = span[1] - span[0];
-        var n = Math.ceil(dist / (Math.min(bandwidthDflt, bandwidth) / 3));
+        var n = Math.ceil(dist / (bandwidth / 3));
         var step = dist / n;
 
         if(!isFinite(step) || !isFinite(n)) {
@@ -75,13 +71,36 @@ module.exports = function calc(gd, trace) {
     return cd;
 };
 
-// Default to Silveman's rule of thumb:
+// Default to Silveman's rule of thumb
 // - https://stats.stackexchange.com/a/6671
 // - https://en.wikipedia.org/wiki/Kernel_density_estimation#A_rule-of-thumb_bandwidth_estimator
 // - https://github.com/statsmodels/statsmodels/blob/master/statsmodels/nonparametric/bandwidths.py
-function ruleOfThumbBandwidth(vals, ssd, iqr) {
+function silvermanRule(len, ssd, iqr) {
     var a = Math.min(ssd, iqr / 1.349);
-    return 1.059 * a * Math.pow(vals.length, -0.2);
+    return 1.059 * a * Math.pow(len, -0.2);
+}
+
+function calcBandwidth(trace, cdi, vals) {
+    var span = cdi.max - cdi.min;
+
+    // Limit how small the bandwidth can be.
+    //
+    // Silverman's rule of thumb can be "very" small
+    // when IQR does a poor job at describing the spread
+    // of the distribution.
+    // We also want to limit custom bandwidths
+    // to not blow up kde computations.
+
+    if(trace.bandwidth) {
+        return Math.max(trace.bandwidth, span / 1e4);
+    } else {
+        var len = vals.length;
+        var ssd = Lib.stdev(vals, len - 1, cdi.mean);
+        return Math.max(
+            silvermanRule(len, ssd, cdi.q3 - cdi.q1),
+            span / 100
+        );
+    }
 }
 
 function calcSpan(trace, cdi, valAxis, bandwidth) {