examples/portfolio_optimization2.ipynb

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    "# Generate data for long only portfolio optimization.\n",
    "srand(9);\n",
    "n = 10;\n",
    "mu = abs(randn(n, 1));\n",
    "Sigma = randn(n, n);\n",
    "Sigma = Sigma' * Sigma;"
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    "# Long only portfolio optimization.\n",
    "using Convex, SCS, ECOS\n",
    "set_default_solver(SCSSolver(verbose=0));\n",
    "w = Variable(n);\n",
    "ret = sum(mu' * w);\n",
    "risk = sum(quad_form(w, Sigma));\n",
    "\n",
    "# Compute trade-off curve.\n",
    "SAMPLES = 100;\n",
    "risk_data = zeros(SAMPLES);\n",
    "ret_data = zeros(SAMPLES);\n",
    "gamma_vals = logspace(-2, 3, SAMPLES);\n",
    "for i=1:SAMPLES\n",
    "    gamma = gamma_vals[i];\n",
    "    problem = maximize(ret - gamma*risk, [sum(w) == 1, w >= 0]);\n",
    "    solve!(problem);\n",
    "    risk_data[i] = sqrt(evaluate(risk));\n",
    "    ret_data[i] = evaluate(ret);\n",
    "end"
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       "{color:u,dx:d,dy:f,blur:k,opacity:p})};a.filter.shadow.toString=function(){return this()};a.filter.grayscale=function(d){null==d&&(d=1);return a.format('<feColorMatrix type=\"matrix\" values=\"{a} {b} {c} 0 0 {d} {e} {f} 0 0 {g} {b} {h} 0 0 0 0 0 1 0\"/>',{a:0.2126+0.7874*(1-d),b:0.7152-0.7152*(1-d),c:0.0722-0.0722*(1-d),d:0.2126-0.2126*(1-d),e:0.7152+0.2848*(1-d),f:0.0722-0.0722*(1-d),g:0.2126-0.2126*(1-d),h:0.0722+0.9278*(1-d)})};a.filter.grayscale.toString=function(){return this()};a.filter.sepia=\n",
       "function(d){null==d&&(d=1);return a.format('<feColorMatrix type=\"matrix\" values=\"{a} {b} {c} 0 0 {d} {e} {f} 0 0 {g} {h} {i} 0 0 0 0 0 1 0\"/>',{a:0.393+0.607*(1-d),b:0.769-0.769*(1-d),c:0.189-0.189*(1-d),d:0.349-0.349*(1-d),e:0.686+0.314*(1-d),f:0.168-0.168*(1-d),g:0.272-0.272*(1-d),h:0.534-0.534*(1-d),i:0.131+0.869*(1-d)})};a.filter.sepia.toString=function(){return this()};a.filter.saturate=function(d){null==d&&(d=1);return a.format('<feColorMatrix type=\"saturate\" values=\"{amount}\"/>',{amount:1-\n",
       "d})};a.filter.saturate.toString=function(){return this()};a.filter.hueRotate=function(d){return a.format('<feColorMatrix type=\"hueRotate\" values=\"{angle}\"/>',{angle:d||0})};a.filter.hueRotate.toString=function(){return this()};a.filter.invert=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"table\" tableValues=\"{amount} {amount2}\"/><feFuncG type=\"table\" tableValues=\"{amount} {amount2}\"/><feFuncB type=\"table\" tableValues=\"{amount} {amount2}\"/></feComponentTransfer>',{amount:d,\n",
       "amount2:1-d})};a.filter.invert.toString=function(){return this()};a.filter.brightness=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"linear\" slope=\"{amount}\"/><feFuncG type=\"linear\" slope=\"{amount}\"/><feFuncB type=\"linear\" slope=\"{amount}\"/></feComponentTransfer>',{amount:d})};a.filter.brightness.toString=function(){return this()};a.filter.contrast=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/><feFuncG type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/><feFuncB type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/></feComponentTransfer>',\n",
       "{amount:d,amount2:0.5-d/2})};a.filter.contrast.toString=function(){return this()}});return C});\n",
       "\n",
       "]]> </script>\n",
       "<script> <![CDATA[\n",
       "\n",
       "(function (glob, factory) {\n",
       "    // AMD support\n",
       "    if (typeof define === \"function\" && define.amd) {\n",
       "        // Define as an anonymous module\n",
       "        define(\"Gadfly\", [\"Snap.svg\"], function (Snap) {\n",
       "            return factory(Snap);\n",
       "        });\n",
       "    } else {\n",
       "        // Browser globals (glob is window)\n",
       "        // Snap adds itself to window\n",
       "        glob.Gadfly = factory(glob.Snap);\n",
       "    }\n",
       "}(this, function (Snap) {\n",
       "\n",
       "var Gadfly = {};\n",
       "\n",
       "// Get an x/y coordinate value in pixels\n",
       "var xPX = function(fig, x) {\n",
       "    var client_box = fig.node.getBoundingClientRect();\n",
       "    return x * fig.node.viewBox.baseVal.width / client_box.width;\n",
       "};\n",
       "\n",
       "var yPX = function(fig, y) {\n",
       "    var client_box = fig.node.getBoundingClientRect();\n",
       "    return y * fig.node.viewBox.baseVal.height / client_box.height;\n",
       "};\n",
       "\n",
       "\n",
       "Snap.plugin(function (Snap, Element, Paper, global) {\n",
       "    // Traverse upwards from a snap element to find and return the first\n",
       "    // note with the \"plotroot\" class.\n",
       "    Element.prototype.plotroot = function () {\n",
       "        var element = this;\n",
       "        while (!element.hasClass(\"plotroot\") && element.parent() != null) {\n",
       "            element = element.parent();\n",
       "        }\n",
       "        return element;\n",
       "    };\n",
       "\n",
       "    Element.prototype.svgroot = function () {\n",
       "        var element = this;\n",
       "        while (element.node.nodeName != \"svg\" && element.parent() != null) {\n",
       "            element = element.parent();\n",
       "        }\n",
       "        return element;\n",
       "    };\n",
       "\n",
       "    Element.prototype.plotbounds = function () {\n",
       "        var root = this.plotroot()\n",
       "        var bbox = root.select(\".guide.background\").node.getBBox();\n",
       "        return {\n",
       "            x0: bbox.x,\n",
       "            x1: bbox.x + bbox.width,\n",
       "            y0: bbox.y,\n",
       "            y1: bbox.y + bbox.height\n",
       "        };\n",
       "    };\n",
       "\n",
       "    Element.prototype.plotcenter = function () {\n",
       "        var root = this.plotroot()\n",
       "        var bbox = root.select(\".guide.background\").node.getBBox();\n",
       "        return {\n",
       "            x: bbox.x + bbox.width / 2,\n",
       "            y: bbox.y + bbox.height / 2\n",
       "        };\n",
       "    };\n",
       "\n",
       "    // Emulate IE style mouseenter/mouseleave events, since Microsoft always\n",
       "    // does everything right.\n",
       "    // See: http://www.dynamic-tools.net/toolbox/isMouseLeaveOrEnter/\n",
       "    var events = [\"mouseenter\", \"mouseleave\"];\n",
       "\n",
       "    for (i in events) {\n",
       "        (function (event_name) {\n",
       "            var event_name = events[i];\n",
       "            Element.prototype[event_name] = function (fn, scope) {\n",
       "                if (Snap.is(fn, \"function\")) {\n",
       "                    var fn2 = function (event) {\n",
       "                        if (event.type != \"mouseover\" && event.type != \"mouseout\") {\n",
       "                            return;\n",
       "                        }\n",
       "\n",
       "                        var reltg = event.relatedTarget ? event.relatedTarget :\n",
       "                            event.type == \"mouseout\" ? event.toElement : event.fromElement;\n",
       "                        while (reltg && reltg != this.node) reltg = reltg.parentNode;\n",
       "\n",
       "                        if (reltg != this.node) {\n",
       "                            return fn.apply(this, event);\n",
       "                        }\n",
       "                    };\n",
       "\n",
       "                    if (event_name == \"mouseenter\") {\n",
       "                        this.mouseover(fn2, scope);\n",
       "                    } else {\n",
       "                        this.mouseout(fn2, scope);\n",
       "                    }\n",
       "                }\n",
       "                return this;\n",
       "            };\n",
       "        })(events[i]);\n",
       "    }\n",
       "\n",
       "\n",
       "    Element.prototype.mousewheel = function (fn, scope) {\n",
       "        if (Snap.is(fn, \"function\")) {\n",
       "            var el = this;\n",
       "            var fn2 = function (event) {\n",
       "                fn.apply(el, [event]);\n",
       "            };\n",
       "        }\n",
       "\n",
       "        this.node.addEventListener(\n",
       "            /Firefox/i.test(navigator.userAgent) ? \"DOMMouseScroll\" : \"mousewheel\",\n",
       "            fn2);\n",
       "\n",
       "        return this;\n",
       "    };\n",
       "\n",
       "\n",
       "    // Snap's attr function can be too slow for things like panning/zooming.\n",
       "    // This is a function to directly update element attributes without going\n",
       "    // through eve.\n",
       "    Element.prototype.attribute = function(key, val) {\n",
       "        if (val === undefined) {\n",
       "            return this.node.getAttribute(key);\n",
       "        } else {\n",
       "            this.node.setAttribute(key, val);\n",
       "            return this;\n",
       "        }\n",
       "    };\n",
       "});\n",
       "\n",
       "\n",
       "// When the plot is moused over, emphasize the grid lines.\n",
       "Gadfly.plot_mouseover = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "\n",
       "    var xgridlines = root.select(\".xgridlines\"),\n",
       "        ygridlines = root.select(\".ygridlines\");\n",
       "\n",
       "    xgridlines.data(\"unfocused_strokedash\",\n",
       "                    xgridlines.attribute(\"stroke-dasharray\").replace(/(\\d)(,|$)/g, \"$1mm$2\"));\n",
       "    ygridlines.data(\"unfocused_strokedash\",\n",
       "                    ygridlines.attribute(\"stroke-dasharray\").replace(/(\\d)(,|$)/g, \"$1mm$2\"));\n",
       "\n",
       "    // emphasize grid lines\n",
       "    var destcolor = root.data(\"focused_xgrid_color\");\n",
       "    xgridlines.attribute(\"stroke-dasharray\", \"none\")\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    destcolor = root.data(\"focused_ygrid_color\");\n",
       "    ygridlines.attribute(\"stroke-dasharray\", \"none\")\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    // reveal zoom slider\n",
       "    root.select(\".zoomslider\")\n",
       "        .animate({opacity: 1.0}, 250);\n",
       "};\n",
       "\n",
       "\n",
       "// Unemphasize grid lines on mouse out.\n",
       "Gadfly.plot_mouseout = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    var xgridlines = root.select(\".xgridlines\"),\n",
       "        ygridlines = root.select(\".ygridlines\");\n",
       "\n",
       "    var destcolor = root.data(\"unfocused_xgrid_color\");\n",
       "\n",
       "    xgridlines.attribute(\"stroke-dasharray\", xgridlines.data(\"unfocused_strokedash\"))\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    destcolor = root.data(\"unfocused_ygrid_color\");\n",
       "    ygridlines.attribute(\"stroke-dasharray\", ygridlines.data(\"unfocused_strokedash\"))\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    // hide zoom slider\n",
       "    root.select(\".zoomslider\")\n",
       "        .animate({opacity: 0.0}, 250);\n",
       "};\n",
       "\n",
       "\n",
       "var set_geometry_transform = function(root, tx, ty, scale) {\n",
       "    var xscalable = root.hasClass(\"xscalable\"),\n",
       "        yscalable = root.hasClass(\"yscalable\");\n",
       "\n",
       "    var old_scale = root.data(\"scale\");\n",
       "\n",
       "    var xscale = xscalable ? scale : 1.0,\n",
       "        yscale = yscalable ? scale : 1.0;\n",
       "\n",
       "    tx = xscalable ? tx : 0.0;\n",
       "    ty = yscalable ? ty : 0.0;\n",
       "\n",
       "    var t = new Snap.Matrix().translate(tx, ty).scale(xscale, yscale);\n",
       "\n",
       "    root.selectAll(\".geometry, image\")\n",
       "        .forEach(function (element, i) {\n",
       "            element.transform(t);\n",
       "        });\n",
       "\n",
       "    bounds = root.plotbounds();\n",
       "\n",
       "    if (yscalable) {\n",
       "        var xfixed_t = new Snap.Matrix().translate(0, ty).scale(1.0, yscale);\n",
       "        root.selectAll(\".xfixed\")\n",
       "            .forEach(function (element, i) {\n",
       "                element.transform(xfixed_t);\n",
       "            });\n",
       "\n",
       "        root.select(\".ylabels\")\n",
       "            .transform(xfixed_t)\n",
       "            .selectAll(\"text\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var cx = element.asPX(\"x\"),\n",
       "                        cy = element.asPX(\"y\");\n",
       "                    var st = element.data(\"static_transform\");\n",
       "                    unscale_t = new Snap.Matrix();\n",
       "                    unscale_t.scale(1, 1/scale, cx, cy).add(st);\n",
       "                    element.transform(unscale_t);\n",
       "\n",
       "                    var y = cy * scale + ty;\n",
       "                    element.attr(\"visibility\",\n",
       "                        bounds.y0 <= y && y <= bounds.y1 ? \"visible\" : \"hidden\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    if (xscalable) {\n",
       "        var yfixed_t = new Snap.Matrix().translate(tx, 0).scale(xscale, 1.0);\n",
       "        var xtrans = new Snap.Matrix().translate(tx, 0);\n",
       "        root.selectAll(\".yfixed\")\n",
       "            .forEach(function (element, i) {\n",
       "                element.transform(yfixed_t);\n",
       "            });\n",
       "\n",
       "        root.select(\".xlabels\")\n",
       "            .transform(yfixed_t)\n",
       "            .selectAll(\"text\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var cx = element.asPX(\"x\"),\n",
       "                        cy = element.asPX(\"y\");\n",
       "                    var st = element.data(\"static_transform\");\n",
       "                    unscale_t = new Snap.Matrix();\n",
       "                    unscale_t.scale(1/scale, 1, cx, cy).add(st);\n",
       "\n",
       "                    element.transform(unscale_t);\n",
       "\n",
       "                    var x = cx * scale + tx;\n",
       "                    element.attr(\"visibility\",\n",
       "                        bounds.x0 <= x && x <= bounds.x1 ? \"visible\" : \"hidden\");\n",
       "                    }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    // we must unscale anything that is scale invariance: widths, raiduses, etc.\n",
       "    var size_attribs = [\"font-size\"];\n",
       "    var unscaled_selection = \".geometry, .geometry *\";\n",
       "    if (xscalable) {\n",
       "        size_attribs.push(\"rx\");\n",
       "        unscaled_selection += \", .xgridlines\";\n",
       "    }\n",
       "    if (yscalable) {\n",
       "        size_attribs.push(\"ry\");\n",
       "        unscaled_selection += \", .ygridlines\";\n",
       "    }\n",
       "\n",
       "    root.selectAll(unscaled_selection)\n",
       "        .forEach(function (element, i) {\n",
       "            // circle need special help\n",
       "            if (element.node.nodeName == \"circle\") {\n",
       "                var cx = element.attribute(\"cx\"),\n",
       "                    cy = element.attribute(\"cy\");\n",
       "                unscale_t = new Snap.Matrix().scale(1/xscale, 1/yscale,\n",
       "                                                        cx, cy);\n",
       "                element.transform(unscale_t);\n",
       "                return;\n",
       "            }\n",
       "\n",
       "            for (i in size_attribs) {\n",
       "                var key = size_attribs[i];\n",
       "                var val = parseFloat(element.attribute(key));\n",
       "                if (val !== undefined && val != 0 && !isNaN(val)) {\n",
       "                    element.attribute(key, val * old_scale / scale);\n",
       "                }\n",
       "            }\n",
       "        });\n",
       "};\n",
       "\n",
       "\n",
       "// Find the most appropriate tick scale and update label visibility.\n",
       "var update_tickscale = function(root, scale, axis) {\n",
       "    if (!root.hasClass(axis + \"scalable\")) return;\n",
       "\n",
       "    var tickscales = root.data(axis + \"tickscales\");\n",
       "    var best_tickscale = 1.0;\n",
       "    var best_tickscale_dist = Infinity;\n",
       "    for (tickscale in tickscales) {\n",
       "        var dist = Math.abs(Math.log(tickscale) - Math.log(scale));\n",
       "        if (dist < best_tickscale_dist) {\n",
       "            best_tickscale_dist = dist;\n",
       "            best_tickscale = tickscale;\n",
       "        }\n",
       "    }\n",
       "\n",
       "    if (best_tickscale != root.data(axis + \"tickscale\")) {\n",
       "        root.data(axis + \"tickscale\", best_tickscale);\n",
       "        var mark_inscale_gridlines = function (element, i) {\n",
       "            var inscale = element.attr(\"gadfly:scale\") == best_tickscale;\n",
       "            element.attribute(\"gadfly:inscale\", inscale);\n",
       "            element.attr(\"visibility\", inscale ? \"visible\" : \"hidden\");\n",
       "        };\n",
       "\n",
       "        var mark_inscale_labels = function (element, i) {\n",
       "            var inscale = element.attr(\"gadfly:scale\") == best_tickscale;\n",
       "            element.attribute(\"gadfly:inscale\", inscale);\n",
       "            element.attr(\"visibility\", inscale ? \"visible\" : \"hidden\");\n",
       "        };\n",
       "\n",
       "        root.select(\".\" + axis + \"gridlines\").selectAll(\"path\").forEach(mark_inscale_gridlines);\n",
       "        root.select(\".\" + axis + \"labels\").selectAll(\"text\").forEach(mark_inscale_labels);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "var set_plot_pan_zoom = function(root, tx, ty, scale) {\n",
       "    var old_scale = root.data(\"scale\");\n",
       "    var bounds = root.plotbounds();\n",
       "\n",
       "    var width = bounds.x1 - bounds.x0,\n",
       "        height = bounds.y1 - bounds.y0;\n",
       "\n",
       "    // compute the viewport derived from tx, ty, and scale\n",
       "    var x_min = -width * scale - (scale * width - width),\n",
       "        x_max = width * scale,\n",
       "        y_min = -height * scale - (scale * height - height),\n",
       "        y_max = height * scale;\n",
       "\n",
       "    var x0 = bounds.x0 - scale * bounds.x0,\n",
       "        y0 = bounds.y0 - scale * bounds.y0;\n",
       "\n",
       "    var tx = Math.max(Math.min(tx - x0, x_max), x_min),\n",
       "        ty = Math.max(Math.min(ty - y0, y_max), y_min);\n",
       "\n",
       "    tx += x0;\n",
       "    ty += y0;\n",
       "\n",
       "    // when the scale change, we may need to alter which set of\n",
       "    // ticks is being displayed\n",
       "    if (scale != old_scale) {\n",
       "        update_tickscale(root, scale, \"x\");\n",
       "        update_tickscale(root, scale, \"y\");\n",
       "    }\n",
       "\n",
       "    set_geometry_transform(root, tx, ty, scale);\n",
       "\n",
       "    root.data(\"scale\", scale);\n",
       "    root.data(\"tx\", tx);\n",
       "    root.data(\"ty\", ty);\n",
       "};\n",
       "\n",
       "\n",
       "var scale_centered_translation = function(root, scale) {\n",
       "    var bounds = root.plotbounds();\n",
       "\n",
       "    var width = bounds.x1 - bounds.x0,\n",
       "        height = bounds.y1 - bounds.y0;\n",
       "\n",
       "    var tx0 = root.data(\"tx\"),\n",
       "        ty0 = root.data(\"ty\");\n",
       "\n",
       "    var scale0 = root.data(\"scale\");\n",
       "\n",
       "    // how off from center the current view is\n",
       "    var xoff = tx0 - (bounds.x0 * (1 - scale0) + (width * (1 - scale0)) / 2),\n",
       "        yoff = ty0 - (bounds.y0 * (1 - scale0) + (height * (1 - scale0)) / 2);\n",
       "\n",
       "    // rescale offsets\n",
       "    xoff = xoff * scale / scale0;\n",
       "    yoff = yoff * scale / scale0;\n",
       "\n",
       "    // adjust for the panel position being scaled\n",
       "    var x_edge_adjust = bounds.x0 * (1 - scale),\n",
       "        y_edge_adjust = bounds.y0 * (1 - scale);\n",
       "\n",
       "    return {\n",
       "        x: xoff + x_edge_adjust + (width - width * scale) / 2,\n",
       "        y: yoff + y_edge_adjust + (height - height * scale) / 2\n",
       "    };\n",
       "};\n",
       "\n",
       "\n",
       "// Initialize data for panning zooming if it isn't already.\n",
       "var init_pan_zoom = function(root) {\n",
       "    if (root.data(\"zoompan-ready\")) {\n",
       "        return;\n",
       "    }\n",
       "\n",
       "    // The non-scaling-stroke trick. Rather than try to correct for the\n",
       "    // stroke-width when zooming, we force it to a fixed value.\n",
       "    var px_per_mm = root.node.getCTM().a;\n",
       "\n",
       "    // Drag events report deltas in pixels, which we'd like to convert to\n",
       "    // millimeters.\n",
       "    root.data(\"px_per_mm\", px_per_mm);\n",
       "\n",
       "    root.selectAll(\"path\")\n",
       "        .forEach(function (element, i) {\n",
       "        sw = element.asPX(\"stroke-width\") * px_per_mm;\n",
       "        if (sw > 0) {\n",
       "            element.attribute(\"stroke-width\", sw);\n",
       "            element.attribute(\"vector-effect\", \"non-scaling-stroke\");\n",
       "        }\n",
       "    });\n",
       "\n",
       "    // Store ticks labels original tranformation\n",
       "    root.selectAll(\".xlabels > text, .ylabels > text\")\n",
       "        .forEach(function (element, i) {\n",
       "            var lm = element.transform().localMatrix;\n",
       "            element.data(\"static_transform\",\n",
       "                new Snap.Matrix(lm.a, lm.b, lm.c, lm.d, lm.e, lm.f));\n",
       "        });\n",
       "\n",
       "    var xgridlines = root.select(\".xgridlines\");\n",
       "    var ygridlines = root.select(\".ygridlines\");\n",
       "    var xlabels = root.select(\".xlabels\");\n",
       "    var ylabels = root.select(\".ylabels\");\n",
       "\n",
       "    if (root.data(\"tx\") === undefined) root.data(\"tx\", 0);\n",
       "    if (root.data(\"ty\") === undefined) root.data(\"ty\", 0);\n",
       "    if (root.data(\"scale\") === undefined) root.data(\"scale\", 1.0);\n",
       "    if (root.data(\"xtickscales\") === undefined) {\n",
       "\n",
       "        // index all the tick scales that are listed\n",
       "        var xtickscales = {};\n",
       "        var ytickscales = {};\n",
       "        var add_x_tick_scales = function (element, i) {\n",
       "            xtickscales[element.attribute(\"gadfly:scale\")] = true;\n",
       "        };\n",
       "        var add_y_tick_scales = function (element, i) {\n",
       "            ytickscales[element.attribute(\"gadfly:scale\")] = true;\n",
       "        };\n",
       "\n",
       "        if (xgridlines) xgridlines.selectAll(\"path\").forEach(add_x_tick_scales);\n",
       "        if (ygridlines) ygridlines.selectAll(\"path\").forEach(add_y_tick_scales);\n",
       "        if (xlabels) xlabels.selectAll(\"text\").forEach(add_x_tick_scales);\n",
       "        if (ylabels) ylabels.selectAll(\"text\").forEach(add_y_tick_scales);\n",
       "\n",
       "        root.data(\"xtickscales\", xtickscales);\n",
       "        root.data(\"ytickscales\", ytickscales);\n",
       "        root.data(\"xtickscale\", 1.0);\n",
       "    }\n",
       "\n",
       "    var min_scale = 1.0, max_scale = 1.0;\n",
       "    for (scale in xtickscales) {\n",
       "        min_scale = Math.min(min_scale, scale);\n",
       "        max_scale = Math.max(max_scale, scale);\n",
       "    }\n",
       "    for (scale in ytickscales) {\n",
       "        min_scale = Math.min(min_scale, scale);\n",
       "        max_scale = Math.max(max_scale, scale);\n",
       "    }\n",
       "    root.data(\"min_scale\", min_scale);\n",
       "    root.data(\"max_scale\", max_scale);\n",
       "\n",
       "    // store the original positions of labels\n",
       "    if (xlabels) {\n",
       "        xlabels.selectAll(\"text\")\n",
       "               .forEach(function (element, i) {\n",
       "                   element.data(\"x\", element.asPX(\"x\"));\n",
       "               });\n",
       "    }\n",
       "\n",
       "    if (ylabels) {\n",
       "        ylabels.selectAll(\"text\")\n",
       "               .forEach(function (element, i) {\n",
       "                   element.data(\"y\", element.asPX(\"y\"));\n",
       "               });\n",
       "    }\n",
       "\n",
       "    // mark grid lines and ticks as in or out of scale.\n",
       "    var mark_inscale = function (element, i) {\n",
       "        element.attribute(\"gadfly:inscale\", element.attribute(\"gadfly:scale\") == 1.0);\n",
       "    };\n",
       "\n",
       "    if (xgridlines) xgridlines.selectAll(\"path\").forEach(mark_inscale);\n",
       "    if (ygridlines) ygridlines.selectAll(\"path\").forEach(mark_inscale);\n",
       "    if (xlabels) xlabels.selectAll(\"text\").forEach(mark_inscale);\n",
       "    if (ylabels) ylabels.selectAll(\"text\").forEach(mark_inscale);\n",
       "\n",
       "    // figure out the upper ond lower bounds on panning using the maximum\n",
       "    // and minum grid lines\n",
       "    var bounds = root.plotbounds();\n",
       "    var pan_bounds = {\n",
       "        x0: 0.0,\n",
       "        y0: 0.0,\n",
       "        x1: 0.0,\n",
       "        y1: 0.0\n",
       "    };\n",
       "\n",
       "    if (xgridlines) {\n",
       "        xgridlines\n",
       "            .selectAll(\"path\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var bbox = element.node.getBBox();\n",
       "                    if (bounds.x1 - bbox.x < pan_bounds.x0) {\n",
       "                        pan_bounds.x0 = bounds.x1 - bbox.x;\n",
       "                    }\n",
       "                    if (bounds.x0 - bbox.x > pan_bounds.x1) {\n",
       "                        pan_bounds.x1 = bounds.x0 - bbox.x;\n",
       "                    }\n",
       "                    element.attr(\"visibility\", \"visible\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    if (ygridlines) {\n",
       "        ygridlines\n",
       "            .selectAll(\"path\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var bbox = element.node.getBBox();\n",
       "                    if (bounds.y1 - bbox.y < pan_bounds.y0) {\n",
       "                        pan_bounds.y0 = bounds.y1 - bbox.y;\n",
       "                    }\n",
       "                    if (bounds.y0 - bbox.y > pan_bounds.y1) {\n",
       "                        pan_bounds.y1 = bounds.y0 - bbox.y;\n",
       "                    }\n",
       "                    element.attr(\"visibility\", \"visible\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    // nudge these values a little\n",
       "    pan_bounds.x0 -= 5;\n",
       "    pan_bounds.x1 += 5;\n",
       "    pan_bounds.y0 -= 5;\n",
       "    pan_bounds.y1 += 5;\n",
       "    root.data(\"pan_bounds\", pan_bounds);\n",
       "\n",
       "    root.data(\"zoompan-ready\", true)\n",
       "};\n",
       "\n",
       "\n",
       "// Panning\n",
       "Gadfly.guide_background_drag_onmove = function(dx, dy, x, y, event) {\n",
       "    var root = this.plotroot();\n",
       "    var px_per_mm = root.data(\"px_per_mm\");\n",
       "    dx /= px_per_mm;\n",
       "    dy /= px_per_mm;\n",
       "\n",
       "    var tx0 = root.data(\"tx\"),\n",
       "        ty0 = root.data(\"ty\");\n",
       "\n",
       "    var dx0 = root.data(\"dx\"),\n",
       "        dy0 = root.data(\"dy\");\n",
       "\n",
       "    root.data(\"dx\", dx);\n",
       "    root.data(\"dy\", dy);\n",
       "\n",
       "    dx = dx - dx0;\n",
       "    dy = dy - dy0;\n",
       "\n",
       "    var tx = tx0 + dx,\n",
       "        ty = ty0 + dy;\n",
       "\n",
       "    set_plot_pan_zoom(root, tx, ty, root.data(\"scale\"));\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_drag_onstart = function(x, y, event) {\n",
       "    var root = this.plotroot();\n",
       "    root.data(\"dx\", 0);\n",
       "    root.data(\"dy\", 0);\n",
       "    init_pan_zoom(root);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_drag_onend = function(event) {\n",
       "    var root = this.plotroot();\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_scroll = function(event) {\n",
       "    if (event.shiftKey) {\n",
       "        var root = this.plotroot();\n",
       "        init_pan_zoom(root);\n",
       "        var new_scale = root.data(\"scale\") * Math.pow(2, 0.002 * event.wheelDelta);\n",
       "        new_scale = Math.max(\n",
       "            root.data(\"min_scale\"),\n",
       "            Math.min(root.data(\"max_scale\"), new_scale))\n",
       "        update_plot_scale(root, new_scale);\n",
       "        event.stopPropagation();\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_button_mouseover = function(event) {\n",
       "    this.select(\".button_logo\")\n",
       "         .animate({fill: this.data(\"mouseover_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_button_mouseout = function(event) {\n",
       "     this.select(\".button_logo\")\n",
       "         .animate({fill: this.data(\"mouseout_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_zoomout_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "    var min_scale = root.data(\"min_scale\"),\n",
       "        scale = root.data(\"scale\");\n",
       "    Snap.animate(\n",
       "        scale,\n",
       "        Math.max(min_scale, scale / 1.5),\n",
       "        function (new_scale) {\n",
       "            update_plot_scale(root, new_scale);\n",
       "        },\n",
       "        200);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_zoomin_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "    var max_scale = root.data(\"max_scale\"),\n",
       "        scale = root.data(\"scale\");\n",
       "\n",
       "    Snap.animate(\n",
       "        scale,\n",
       "        Math.min(max_scale, scale * 1.5),\n",
       "        function (new_scale) {\n",
       "            update_plot_scale(root, new_scale);\n",
       "        },\n",
       "        200);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_track_click = function(event) {\n",
       "    // TODO\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_mousedown = function(event) {\n",
       "    this.animate({fill: this.data(\"mouseover_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_mouseup = function(event) {\n",
       "    this.animate({fill: this.data(\"mouseout_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "// compute the position in [0, 1] of the zoom slider thumb from the current scale\n",
       "var slider_position_from_scale = function(scale, min_scale, max_scale) {\n",
       "    if (scale >= 1.0) {\n",
       "        return 0.5 + 0.5 * (Math.log(scale) / Math.log(max_scale));\n",
       "    }\n",
       "    else {\n",
       "        return 0.5 * (Math.log(scale) - Math.log(min_scale)) / (0 - Math.log(min_scale));\n",
       "    }\n",
       "}\n",
       "\n",
       "\n",
       "var update_plot_scale = function(root, new_scale) {\n",
       "    var trans = scale_centered_translation(root, new_scale);\n",
       "    set_plot_pan_zoom(root, trans.x, trans.y, new_scale);\n",
       "\n",
       "    root.selectAll(\".zoomslider_thumb\")\n",
       "        .forEach(function (element, i) {\n",
       "            var min_pos = element.data(\"min_pos\"),\n",
       "                max_pos = element.data(\"max_pos\"),\n",
       "                min_scale = root.data(\"min_scale\"),\n",
       "                max_scale = root.data(\"max_scale\");\n",
       "            var xmid = (min_pos + max_pos) / 2;\n",
       "            var xpos = slider_position_from_scale(new_scale, min_scale, max_scale);\n",
       "            element.transform(new Snap.Matrix().translate(\n",
       "                Math.max(min_pos, Math.min(\n",
       "                         max_pos, min_pos + (max_pos - min_pos) * xpos)) - xmid, 0));\n",
       "    });\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragmove = function(dx, dy, x, y) {\n",
       "    var root = this.plotroot();\n",
       "    var min_pos = this.data(\"min_pos\"),\n",
       "        max_pos = this.data(\"max_pos\"),\n",
       "        min_scale = root.data(\"min_scale\"),\n",
       "        max_scale = root.data(\"max_scale\"),\n",
       "        old_scale = root.data(\"old_scale\");\n",
       "\n",
       "    var px_per_mm = root.data(\"px_per_mm\");\n",
       "    dx /= px_per_mm;\n",
       "    dy /= px_per_mm;\n",
       "\n",
       "    var xmid = (min_pos + max_pos) / 2;\n",
       "    var xpos = slider_position_from_scale(old_scale, min_scale, max_scale) +\n",
       "                   dx / (max_pos - min_pos);\n",
       "\n",
       "    // compute the new scale\n",
       "    var new_scale;\n",
       "    if (xpos >= 0.5) {\n",
       "        new_scale = Math.exp(2.0 * (xpos - 0.5) * Math.log(max_scale));\n",
       "    }\n",
       "    else {\n",
       "        new_scale = Math.exp(2.0 * xpos * (0 - Math.log(min_scale)) +\n",
       "                        Math.log(min_scale));\n",
       "    }\n",
       "    new_scale = Math.min(max_scale, Math.max(min_scale, new_scale));\n",
       "\n",
       "    update_plot_scale(root, new_scale);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragstart = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "\n",
       "    // keep track of what the scale was when we started dragging\n",
       "    root.data(\"old_scale\", root.data(\"scale\"));\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragend = function(event) {\n",
       "};\n",
       "\n",
       "\n",
       "var toggle_color_class = function(root, color_class, ison) {\n",
       "    var guides = root.selectAll(\".guide.\" + color_class + \",.guide .\" + color_class);\n",
       "    var geoms = root.selectAll(\".geometry.\" + color_class + \",.geometry .\" + color_class);\n",
       "    if (ison) {\n",
       "        guides.animate({opacity: 0.5}, 250);\n",
       "        geoms.animate({opacity: 0.0}, 250);\n",
       "    } else {\n",
       "        guides.animate({opacity: 1.0}, 250);\n",
       "        geoms.animate({opacity: 1.0}, 250);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.colorkey_swatch_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    var color_class = this.data(\"color_class\");\n",
       "\n",
       "    if (event.shiftKey) {\n",
       "        root.selectAll(\".colorkey text\")\n",
       "            .forEach(function (element) {\n",
       "                var other_color_class = element.data(\"color_class\");\n",
       "                if (other_color_class != color_class) {\n",
       "                    toggle_color_class(root, other_color_class,\n",
       "                                       element.attr(\"opacity\") == 1.0);\n",
       "                }\n",
       "            });\n",
       "    } else {\n",
       "        toggle_color_class(root, color_class, this.attr(\"opacity\") == 1.0);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "return Gadfly;\n",
       "\n",
       "}));\n",
       "\n",
       "\n",
       "//@ sourceURL=gadfly.js\n",
       "\n",
       "(function (glob, factory) {\n",
       "    // AMD support\n",
       "      if (typeof require === \"function\" && typeof define === \"function\" && define.amd) {\n",
       "        require([\"Snap.svg\", \"Gadfly\"], function (Snap, Gadfly) {\n",
       "            factory(Snap, Gadfly);\n",
       "        });\n",
       "      } else {\n",
       "          factory(glob.Snap, glob.Gadfly);\n",
       "      }\n",
       "})(window, function (Snap, Gadfly) {\n",
       "    var fig = Snap(\"#fig-eba3889804274753b340d7a4e6ae9d99\");\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-4\")\n",
       "   .mouseenter(Gadfly.plot_mouseover)\n",
       ".mouseleave(Gadfly.plot_mouseout)\n",
       ".mousewheel(Gadfly.guide_background_scroll)\n",
       ".drag(Gadfly.guide_background_drag_onmove,\n",
       "      Gadfly.guide_background_drag_onstart,\n",
       "      Gadfly.guide_background_drag_onend)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-7\")\n",
       "   .plotroot().data(\"unfocused_ygrid_color\", \"#D0D0E0\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-7\")\n",
       "   .plotroot().data(\"focused_ygrid_color\", \"#A0A0A0\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-8\")\n",
       "   .plotroot().data(\"unfocused_xgrid_color\", \"#D0D0E0\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-8\")\n",
       "   .plotroot().data(\"focused_xgrid_color\", \"#A0A0A0\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-17\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-17\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-17\")\n",
       "   .click(Gadfly.zoomslider_zoomin_click)\n",
       ".mouseenter(Gadfly.zoomslider_button_mouseover)\n",
       ".mouseleave(Gadfly.zoomslider_button_mouseout)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-19\")\n",
       "   .data(\"max_pos\", 120.42)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-19\")\n",
       "   .data(\"min_pos\", 103.42)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-19\")\n",
       "   .click(Gadfly.zoomslider_track_click);\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-20\")\n",
       "   .data(\"max_pos\", 120.42)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-20\")\n",
       "   .data(\"min_pos\", 103.42)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-20\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-20\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-20\")\n",
       "   .drag(Gadfly.zoomslider_thumb_dragmove,\n",
       "     Gadfly.zoomslider_thumb_dragstart,\n",
       "     Gadfly.zoomslider_thumb_dragend)\n",
       ".mousedown(Gadfly.zoomslider_thumb_mousedown)\n",
       ".mouseup(Gadfly.zoomslider_thumb_mouseup)\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-21\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-21\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-eba3889804274753b340d7a4e6ae9d99-element-21\")\n",
       "   .click(Gadfly.zoomslider_zoomout_click)\n",
       ".mouseenter(Gadfly.zoomslider_button_mouseover)\n",
       ".mouseleave(Gadfly.zoomslider_button_mouseout)\n",
       ";\n",
       "    });\n",
       "]]> </script>\n",
       "</svg>\n"
      ],
      "text/plain": [
       "Plot(...)"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "using Gadfly\n",
    "markers_on = [29, 40];\n",
    "labels = [@sprintf(\"γ = %0.2f\", gamma_vals[marker]) for marker in markers_on];\n",
    "plot(\n",
    "layer(x=[sqrt(Sigma[i,i]) for i=1:n], y=mu,\n",
    "        Geom.point, Theme(default_color=color(\"red\"))),\n",
    "layer(x=risk_data, y=ret_data,\n",
    "        Geom.line, Theme(default_color=color(\"green\"))),\n",
    "layer(x=risk_data[markers_on], y=ret_data[markers_on], label=labels,\n",
    "        Geom.point, Geom.label, Theme(default_color=color(\"blue\"))),\n",
    "Guide.XLabel(\"Risk\"), Guide.YLabel(\"Return\")\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "image/svg+xml": [
       "<?xml version=\"1.0\" encoding=\"UTF-8\"?>\n",
       "<svg xmlns=\"http://www.w3.org/2000/svg\"\n",
       "     xmlns:xlink=\"http://www.w3.org/1999/xlink\"\n",
       "     xmlns:gadfly=\"http://www.gadflyjl.org/ns\"\n",
       "     version=\"1.2\"\n",
       "     width=\"141.42mm\" height=\"100mm\" viewBox=\"0 0 141.42 100\"\n",
       "     stroke=\"none\"\n",
       "     fill=\"#000000\"\n",
       "     stroke-width=\"0.3\"\n",
       "     font-size=\"3.88\"\n",
       ">\n",
       "<g class=\"plotroot xscalable yscalable\" id=\"fig-1756717fa88f40b5b945491f2813be0b-element-1\">\n",
       "  <g font-size=\"3.88\" font-family=\"'PT Sans','Helvetica Neue','Helvetica',sans-serif\" fill=\"#564A55\" stroke=\"#000000\" stroke-opacity=\"0.000\" id=\"fig-1756717fa88f40b5b945491f2813be0b-element-2\">\n",
       "    <text x=\"71.34\" y=\"88.39\" text-anchor=\"middle\" dy=\"0.6em\">Return</text>\n",
       "  </g>\n",
       "  <g class=\"guide xlabels\" font-size=\"2.82\" font-family=\"'PT Sans Caption','Helvetica Neue','Helvetica',sans-serif\" fill=\"#6C606B\" id=\"fig-1756717fa88f40b5b945491f2813be0b-element-3\">\n",
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       "f:e,unbind:b(this.node||document,d,e,f||this)}));return this};a[\"un\"+d]=A[\"un\"+d]=function(a){for(var b=this.events||[],e=b.length;e--;)if(b[e].name==d&&(b[e].f==a||!a)){b[e].unbind();b.splice(e,1);!b.length&&delete this.events;break}return this}})(v[y]);A.hover=function(a,b,d,e){return this.mouseover(a,d).mouseout(b,e||d)};A.unhover=function(a,b){return this.unmouseover(a).unmouseout(b)};var r=[];A.drag=function(b,d,f,h,n,p){function u(r,v,w){(r.originalEvent||r).preventDefault();this._drag.x=v;\n",
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       "A.undrag=function(){for(var b=r.length;b--;)r[b].el==this&&(this.unmousedown(r[b].start),r.splice(b,1),k.unbind(\"snap.drag.*.\"+this.id));!r.length&&a.unmousemove(e).unmouseup(l);return this}});C.plugin(function(a,v,y,C){y=y.prototype;var A=/^\\s*url\\((.+)\\)/,w=String,z=a._.$;a.filter={};y.filter=function(d){var f=this;\"svg\"!=f.type&&(f=f.paper);d=a.parse(w(d));var k=a._.id(),u=z(\"filter\");z(u,{id:k,filterUnits:\"userSpaceOnUse\"});u.appendChild(d.node);f.defs.appendChild(u);return new v(u)};k.on(\"snap.util.getattr.filter\",\n",
       "function(){k.stop();var d=z(this.node,\"filter\");if(d)return(d=w(d).match(A))&&a.select(d[1])});k.on(\"snap.util.attr.filter\",function(d){if(d instanceof v&&\"filter\"==d.type){k.stop();var f=d.node.id;f||(z(d.node,{id:d.id}),f=d.id);z(this.node,{filter:a.url(f)})}d&&\"none\"!=d||(k.stop(),this.node.removeAttribute(\"filter\"))});a.filter.blur=function(d,f){null==d&&(d=2);return a.format('<feGaussianBlur stdDeviation=\"{def}\"/>',{def:null==f?d:[d,f]})};a.filter.blur.toString=function(){return this()};a.filter.shadow=\n",
       "function(d,f,k,u,p){\"string\"==typeof k&&(p=u=k,k=4);\"string\"!=typeof u&&(p=u,u=\"#000\");null==k&&(k=4);null==p&&(p=1);null==d&&(d=0,f=2);null==f&&(f=d);u=a.color(u||\"#000\");return a.format('<feGaussianBlur in=\"SourceAlpha\" stdDeviation=\"{blur}\"/><feOffset dx=\"{dx}\" dy=\"{dy}\" result=\"offsetblur\"/><feFlood flood-color=\"{color}\"/><feComposite in2=\"offsetblur\" operator=\"in\"/><feComponentTransfer><feFuncA type=\"linear\" slope=\"{opacity}\"/></feComponentTransfer><feMerge><feMergeNode/><feMergeNode in=\"SourceGraphic\"/></feMerge>',\n",
       "{color:u,dx:d,dy:f,blur:k,opacity:p})};a.filter.shadow.toString=function(){return this()};a.filter.grayscale=function(d){null==d&&(d=1);return a.format('<feColorMatrix type=\"matrix\" values=\"{a} {b} {c} 0 0 {d} {e} {f} 0 0 {g} {b} {h} 0 0 0 0 0 1 0\"/>',{a:0.2126+0.7874*(1-d),b:0.7152-0.7152*(1-d),c:0.0722-0.0722*(1-d),d:0.2126-0.2126*(1-d),e:0.7152+0.2848*(1-d),f:0.0722-0.0722*(1-d),g:0.2126-0.2126*(1-d),h:0.0722+0.9278*(1-d)})};a.filter.grayscale.toString=function(){return this()};a.filter.sepia=\n",
       "function(d){null==d&&(d=1);return a.format('<feColorMatrix type=\"matrix\" values=\"{a} {b} {c} 0 0 {d} {e} {f} 0 0 {g} {h} {i} 0 0 0 0 0 1 0\"/>',{a:0.393+0.607*(1-d),b:0.769-0.769*(1-d),c:0.189-0.189*(1-d),d:0.349-0.349*(1-d),e:0.686+0.314*(1-d),f:0.168-0.168*(1-d),g:0.272-0.272*(1-d),h:0.534-0.534*(1-d),i:0.131+0.869*(1-d)})};a.filter.sepia.toString=function(){return this()};a.filter.saturate=function(d){null==d&&(d=1);return a.format('<feColorMatrix type=\"saturate\" values=\"{amount}\"/>',{amount:1-\n",
       "d})};a.filter.saturate.toString=function(){return this()};a.filter.hueRotate=function(d){return a.format('<feColorMatrix type=\"hueRotate\" values=\"{angle}\"/>',{angle:d||0})};a.filter.hueRotate.toString=function(){return this()};a.filter.invert=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"table\" tableValues=\"{amount} {amount2}\"/><feFuncG type=\"table\" tableValues=\"{amount} {amount2}\"/><feFuncB type=\"table\" tableValues=\"{amount} {amount2}\"/></feComponentTransfer>',{amount:d,\n",
       "amount2:1-d})};a.filter.invert.toString=function(){return this()};a.filter.brightness=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"linear\" slope=\"{amount}\"/><feFuncG type=\"linear\" slope=\"{amount}\"/><feFuncB type=\"linear\" slope=\"{amount}\"/></feComponentTransfer>',{amount:d})};a.filter.brightness.toString=function(){return this()};a.filter.contrast=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/><feFuncG type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/><feFuncB type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/></feComponentTransfer>',\n",
       "{amount:d,amount2:0.5-d/2})};a.filter.contrast.toString=function(){return this()}});return C});\n",
       "\n",
       "]]> </script>\n",
       "<script> <![CDATA[\n",
       "\n",
       "(function (glob, factory) {\n",
       "    // AMD support\n",
       "    if (typeof define === \"function\" && define.amd) {\n",
       "        // Define as an anonymous module\n",
       "        define(\"Gadfly\", [\"Snap.svg\"], function (Snap) {\n",
       "            return factory(Snap);\n",
       "        });\n",
       "    } else {\n",
       "        // Browser globals (glob is window)\n",
       "        // Snap adds itself to window\n",
       "        glob.Gadfly = factory(glob.Snap);\n",
       "    }\n",
       "}(this, function (Snap) {\n",
       "\n",
       "var Gadfly = {};\n",
       "\n",
       "// Get an x/y coordinate value in pixels\n",
       "var xPX = function(fig, x) {\n",
       "    var client_box = fig.node.getBoundingClientRect();\n",
       "    return x * fig.node.viewBox.baseVal.width / client_box.width;\n",
       "};\n",
       "\n",
       "var yPX = function(fig, y) {\n",
       "    var client_box = fig.node.getBoundingClientRect();\n",
       "    return y * fig.node.viewBox.baseVal.height / client_box.height;\n",
       "};\n",
       "\n",
       "\n",
       "Snap.plugin(function (Snap, Element, Paper, global) {\n",
       "    // Traverse upwards from a snap element to find and return the first\n",
       "    // note with the \"plotroot\" class.\n",
       "    Element.prototype.plotroot = function () {\n",
       "        var element = this;\n",
       "        while (!element.hasClass(\"plotroot\") && element.parent() != null) {\n",
       "            element = element.parent();\n",
       "        }\n",
       "        return element;\n",
       "    };\n",
       "\n",
       "    Element.prototype.svgroot = function () {\n",
       "        var element = this;\n",
       "        while (element.node.nodeName != \"svg\" && element.parent() != null) {\n",
       "            element = element.parent();\n",
       "        }\n",
       "        return element;\n",
       "    };\n",
       "\n",
       "    Element.prototype.plotbounds = function () {\n",
       "        var root = this.plotroot()\n",
       "        var bbox = root.select(\".guide.background\").node.getBBox();\n",
       "        return {\n",
       "            x0: bbox.x,\n",
       "            x1: bbox.x + bbox.width,\n",
       "            y0: bbox.y,\n",
       "            y1: bbox.y + bbox.height\n",
       "        };\n",
       "    };\n",
       "\n",
       "    Element.prototype.plotcenter = function () {\n",
       "        var root = this.plotroot()\n",
       "        var bbox = root.select(\".guide.background\").node.getBBox();\n",
       "        return {\n",
       "            x: bbox.x + bbox.width / 2,\n",
       "            y: bbox.y + bbox.height / 2\n",
       "        };\n",
       "    };\n",
       "\n",
       "    // Emulate IE style mouseenter/mouseleave events, since Microsoft always\n",
       "    // does everything right.\n",
       "    // See: http://www.dynamic-tools.net/toolbox/isMouseLeaveOrEnter/\n",
       "    var events = [\"mouseenter\", \"mouseleave\"];\n",
       "\n",
       "    for (i in events) {\n",
       "        (function (event_name) {\n",
       "            var event_name = events[i];\n",
       "            Element.prototype[event_name] = function (fn, scope) {\n",
       "                if (Snap.is(fn, \"function\")) {\n",
       "                    var fn2 = function (event) {\n",
       "                        if (event.type != \"mouseover\" && event.type != \"mouseout\") {\n",
       "                            return;\n",
       "                        }\n",
       "\n",
       "                        var reltg = event.relatedTarget ? event.relatedTarget :\n",
       "                            event.type == \"mouseout\" ? event.toElement : event.fromElement;\n",
       "                        while (reltg && reltg != this.node) reltg = reltg.parentNode;\n",
       "\n",
       "                        if (reltg != this.node) {\n",
       "                            return fn.apply(this, event);\n",
       "                        }\n",
       "                    };\n",
       "\n",
       "                    if (event_name == \"mouseenter\") {\n",
       "                        this.mouseover(fn2, scope);\n",
       "                    } else {\n",
       "                        this.mouseout(fn2, scope);\n",
       "                    }\n",
       "                }\n",
       "                return this;\n",
       "            };\n",
       "        })(events[i]);\n",
       "    }\n",
       "\n",
       "\n",
       "    Element.prototype.mousewheel = function (fn, scope) {\n",
       "        if (Snap.is(fn, \"function\")) {\n",
       "            var el = this;\n",
       "            var fn2 = function (event) {\n",
       "                fn.apply(el, [event]);\n",
       "            };\n",
       "        }\n",
       "\n",
       "        this.node.addEventListener(\n",
       "            /Firefox/i.test(navigator.userAgent) ? \"DOMMouseScroll\" : \"mousewheel\",\n",
       "            fn2);\n",
       "\n",
       "        return this;\n",
       "    };\n",
       "\n",
       "\n",
       "    // Snap's attr function can be too slow for things like panning/zooming.\n",
       "    // This is a function to directly update element attributes without going\n",
       "    // through eve.\n",
       "    Element.prototype.attribute = function(key, val) {\n",
       "        if (val === undefined) {\n",
       "            return this.node.getAttribute(key);\n",
       "        } else {\n",
       "            this.node.setAttribute(key, val);\n",
       "            return this;\n",
       "        }\n",
       "    };\n",
       "});\n",
       "\n",
       "\n",
       "// When the plot is moused over, emphasize the grid lines.\n",
       "Gadfly.plot_mouseover = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "\n",
       "    var xgridlines = root.select(\".xgridlines\"),\n",
       "        ygridlines = root.select(\".ygridlines\");\n",
       "\n",
       "    xgridlines.data(\"unfocused_strokedash\",\n",
       "                    xgridlines.attribute(\"stroke-dasharray\").replace(/(\\d)(,|$)/g, \"$1mm$2\"));\n",
       "    ygridlines.data(\"unfocused_strokedash\",\n",
       "                    ygridlines.attribute(\"stroke-dasharray\").replace(/(\\d)(,|$)/g, \"$1mm$2\"));\n",
       "\n",
       "    // emphasize grid lines\n",
       "    var destcolor = root.data(\"focused_xgrid_color\");\n",
       "    xgridlines.attribute(\"stroke-dasharray\", \"none\")\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    destcolor = root.data(\"focused_ygrid_color\");\n",
       "    ygridlines.attribute(\"stroke-dasharray\", \"none\")\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    // reveal zoom slider\n",
       "    root.select(\".zoomslider\")\n",
       "        .animate({opacity: 1.0}, 250);\n",
       "};\n",
       "\n",
       "\n",
       "// Unemphasize grid lines on mouse out.\n",
       "Gadfly.plot_mouseout = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    var xgridlines = root.select(\".xgridlines\"),\n",
       "        ygridlines = root.select(\".ygridlines\");\n",
       "\n",
       "    var destcolor = root.data(\"unfocused_xgrid_color\");\n",
       "\n",
       "    xgridlines.attribute(\"stroke-dasharray\", xgridlines.data(\"unfocused_strokedash\"))\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    destcolor = root.data(\"unfocused_ygrid_color\");\n",
       "    ygridlines.attribute(\"stroke-dasharray\", ygridlines.data(\"unfocused_strokedash\"))\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    // hide zoom slider\n",
       "    root.select(\".zoomslider\")\n",
       "        .animate({opacity: 0.0}, 250);\n",
       "};\n",
       "\n",
       "\n",
       "var set_geometry_transform = function(root, tx, ty, scale) {\n",
       "    var xscalable = root.hasClass(\"xscalable\"),\n",
       "        yscalable = root.hasClass(\"yscalable\");\n",
       "\n",
       "    var old_scale = root.data(\"scale\");\n",
       "\n",
       "    var xscale = xscalable ? scale : 1.0,\n",
       "        yscale = yscalable ? scale : 1.0;\n",
       "\n",
       "    tx = xscalable ? tx : 0.0;\n",
       "    ty = yscalable ? ty : 0.0;\n",
       "\n",
       "    var t = new Snap.Matrix().translate(tx, ty).scale(xscale, yscale);\n",
       "\n",
       "    root.selectAll(\".geometry, image\")\n",
       "        .forEach(function (element, i) {\n",
       "            element.transform(t);\n",
       "        });\n",
       "\n",
       "    bounds = root.plotbounds();\n",
       "\n",
       "    if (yscalable) {\n",
       "        var xfixed_t = new Snap.Matrix().translate(0, ty).scale(1.0, yscale);\n",
       "        root.selectAll(\".xfixed\")\n",
       "            .forEach(function (element, i) {\n",
       "                element.transform(xfixed_t);\n",
       "            });\n",
       "\n",
       "        root.select(\".ylabels\")\n",
       "            .transform(xfixed_t)\n",
       "            .selectAll(\"text\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var cx = element.asPX(\"x\"),\n",
       "                        cy = element.asPX(\"y\");\n",
       "                    var st = element.data(\"static_transform\");\n",
       "                    unscale_t = new Snap.Matrix();\n",
       "                    unscale_t.scale(1, 1/scale, cx, cy).add(st);\n",
       "                    element.transform(unscale_t);\n",
       "\n",
       "                    var y = cy * scale + ty;\n",
       "                    element.attr(\"visibility\",\n",
       "                        bounds.y0 <= y && y <= bounds.y1 ? \"visible\" : \"hidden\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    if (xscalable) {\n",
       "        var yfixed_t = new Snap.Matrix().translate(tx, 0).scale(xscale, 1.0);\n",
       "        var xtrans = new Snap.Matrix().translate(tx, 0);\n",
       "        root.selectAll(\".yfixed\")\n",
       "            .forEach(function (element, i) {\n",
       "                element.transform(yfixed_t);\n",
       "            });\n",
       "\n",
       "        root.select(\".xlabels\")\n",
       "            .transform(yfixed_t)\n",
       "            .selectAll(\"text\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var cx = element.asPX(\"x\"),\n",
       "                        cy = element.asPX(\"y\");\n",
       "                    var st = element.data(\"static_transform\");\n",
       "                    unscale_t = new Snap.Matrix();\n",
       "                    unscale_t.scale(1/scale, 1, cx, cy).add(st);\n",
       "\n",
       "                    element.transform(unscale_t);\n",
       "\n",
       "                    var x = cx * scale + tx;\n",
       "                    element.attr(\"visibility\",\n",
       "                        bounds.x0 <= x && x <= bounds.x1 ? \"visible\" : \"hidden\");\n",
       "                    }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    // we must unscale anything that is scale invariance: widths, raiduses, etc.\n",
       "    var size_attribs = [\"font-size\"];\n",
       "    var unscaled_selection = \".geometry, .geometry *\";\n",
       "    if (xscalable) {\n",
       "        size_attribs.push(\"rx\");\n",
       "        unscaled_selection += \", .xgridlines\";\n",
       "    }\n",
       "    if (yscalable) {\n",
       "        size_attribs.push(\"ry\");\n",
       "        unscaled_selection += \", .ygridlines\";\n",
       "    }\n",
       "\n",
       "    root.selectAll(unscaled_selection)\n",
       "        .forEach(function (element, i) {\n",
       "            // circle need special help\n",
       "            if (element.node.nodeName == \"circle\") {\n",
       "                var cx = element.attribute(\"cx\"),\n",
       "                    cy = element.attribute(\"cy\");\n",
       "                unscale_t = new Snap.Matrix().scale(1/xscale, 1/yscale,\n",
       "                                                        cx, cy);\n",
       "                element.transform(unscale_t);\n",
       "                return;\n",
       "            }\n",
       "\n",
       "            for (i in size_attribs) {\n",
       "                var key = size_attribs[i];\n",
       "                var val = parseFloat(element.attribute(key));\n",
       "                if (val !== undefined && val != 0 && !isNaN(val)) {\n",
       "                    element.attribute(key, val * old_scale / scale);\n",
       "                }\n",
       "            }\n",
       "        });\n",
       "};\n",
       "\n",
       "\n",
       "// Find the most appropriate tick scale and update label visibility.\n",
       "var update_tickscale = function(root, scale, axis) {\n",
       "    if (!root.hasClass(axis + \"scalable\")) return;\n",
       "\n",
       "    var tickscales = root.data(axis + \"tickscales\");\n",
       "    var best_tickscale = 1.0;\n",
       "    var best_tickscale_dist = Infinity;\n",
       "    for (tickscale in tickscales) {\n",
       "        var dist = Math.abs(Math.log(tickscale) - Math.log(scale));\n",
       "        if (dist < best_tickscale_dist) {\n",
       "            best_tickscale_dist = dist;\n",
       "            best_tickscale = tickscale;\n",
       "        }\n",
       "    }\n",
       "\n",
       "    if (best_tickscale != root.data(axis + \"tickscale\")) {\n",
       "        root.data(axis + \"tickscale\", best_tickscale);\n",
       "        var mark_inscale_gridlines = function (element, i) {\n",
       "            var inscale = element.attr(\"gadfly:scale\") == best_tickscale;\n",
       "            element.attribute(\"gadfly:inscale\", inscale);\n",
       "            element.attr(\"visibility\", inscale ? \"visible\" : \"hidden\");\n",
       "        };\n",
       "\n",
       "        var mark_inscale_labels = function (element, i) {\n",
       "            var inscale = element.attr(\"gadfly:scale\") == best_tickscale;\n",
       "            element.attribute(\"gadfly:inscale\", inscale);\n",
       "            element.attr(\"visibility\", inscale ? \"visible\" : \"hidden\");\n",
       "        };\n",
       "\n",
       "        root.select(\".\" + axis + \"gridlines\").selectAll(\"path\").forEach(mark_inscale_gridlines);\n",
       "        root.select(\".\" + axis + \"labels\").selectAll(\"text\").forEach(mark_inscale_labels);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "var set_plot_pan_zoom = function(root, tx, ty, scale) {\n",
       "    var old_scale = root.data(\"scale\");\n",
       "    var bounds = root.plotbounds();\n",
       "\n",
       "    var width = bounds.x1 - bounds.x0,\n",
       "        height = bounds.y1 - bounds.y0;\n",
       "\n",
       "    // compute the viewport derived from tx, ty, and scale\n",
       "    var x_min = -width * scale - (scale * width - width),\n",
       "        x_max = width * scale,\n",
       "        y_min = -height * scale - (scale * height - height),\n",
       "        y_max = height * scale;\n",
       "\n",
       "    var x0 = bounds.x0 - scale * bounds.x0,\n",
       "        y0 = bounds.y0 - scale * bounds.y0;\n",
       "\n",
       "    var tx = Math.max(Math.min(tx - x0, x_max), x_min),\n",
       "        ty = Math.max(Math.min(ty - y0, y_max), y_min);\n",
       "\n",
       "    tx += x0;\n",
       "    ty += y0;\n",
       "\n",
       "    // when the scale change, we may need to alter which set of\n",
       "    // ticks is being displayed\n",
       "    if (scale != old_scale) {\n",
       "        update_tickscale(root, scale, \"x\");\n",
       "        update_tickscale(root, scale, \"y\");\n",
       "    }\n",
       "\n",
       "    set_geometry_transform(root, tx, ty, scale);\n",
       "\n",
       "    root.data(\"scale\", scale);\n",
       "    root.data(\"tx\", tx);\n",
       "    root.data(\"ty\", ty);\n",
       "};\n",
       "\n",
       "\n",
       "var scale_centered_translation = function(root, scale) {\n",
       "    var bounds = root.plotbounds();\n",
       "\n",
       "    var width = bounds.x1 - bounds.x0,\n",
       "        height = bounds.y1 - bounds.y0;\n",
       "\n",
       "    var tx0 = root.data(\"tx\"),\n",
       "        ty0 = root.data(\"ty\");\n",
       "\n",
       "    var scale0 = root.data(\"scale\");\n",
       "\n",
       "    // how off from center the current view is\n",
       "    var xoff = tx0 - (bounds.x0 * (1 - scale0) + (width * (1 - scale0)) / 2),\n",
       "        yoff = ty0 - (bounds.y0 * (1 - scale0) + (height * (1 - scale0)) / 2);\n",
       "\n",
       "    // rescale offsets\n",
       "    xoff = xoff * scale / scale0;\n",
       "    yoff = yoff * scale / scale0;\n",
       "\n",
       "    // adjust for the panel position being scaled\n",
       "    var x_edge_adjust = bounds.x0 * (1 - scale),\n",
       "        y_edge_adjust = bounds.y0 * (1 - scale);\n",
       "\n",
       "    return {\n",
       "        x: xoff + x_edge_adjust + (width - width * scale) / 2,\n",
       "        y: yoff + y_edge_adjust + (height - height * scale) / 2\n",
       "    };\n",
       "};\n",
       "\n",
       "\n",
       "// Initialize data for panning zooming if it isn't already.\n",
       "var init_pan_zoom = function(root) {\n",
       "    if (root.data(\"zoompan-ready\")) {\n",
       "        return;\n",
       "    }\n",
       "\n",
       "    // The non-scaling-stroke trick. Rather than try to correct for the\n",
       "    // stroke-width when zooming, we force it to a fixed value.\n",
       "    var px_per_mm = root.node.getCTM().a;\n",
       "\n",
       "    // Drag events report deltas in pixels, which we'd like to convert to\n",
       "    // millimeters.\n",
       "    root.data(\"px_per_mm\", px_per_mm);\n",
       "\n",
       "    root.selectAll(\"path\")\n",
       "        .forEach(function (element, i) {\n",
       "        sw = element.asPX(\"stroke-width\") * px_per_mm;\n",
       "        if (sw > 0) {\n",
       "            element.attribute(\"stroke-width\", sw);\n",
       "            element.attribute(\"vector-effect\", \"non-scaling-stroke\");\n",
       "        }\n",
       "    });\n",
       "\n",
       "    // Store ticks labels original tranformation\n",
       "    root.selectAll(\".xlabels > text, .ylabels > text\")\n",
       "        .forEach(function (element, i) {\n",
       "            var lm = element.transform().localMatrix;\n",
       "            element.data(\"static_transform\",\n",
       "                new Snap.Matrix(lm.a, lm.b, lm.c, lm.d, lm.e, lm.f));\n",
       "        });\n",
       "\n",
       "    var xgridlines = root.select(\".xgridlines\");\n",
       "    var ygridlines = root.select(\".ygridlines\");\n",
       "    var xlabels = root.select(\".xlabels\");\n",
       "    var ylabels = root.select(\".ylabels\");\n",
       "\n",
       "    if (root.data(\"tx\") === undefined) root.data(\"tx\", 0);\n",
       "    if (root.data(\"ty\") === undefined) root.data(\"ty\", 0);\n",
       "    if (root.data(\"scale\") === undefined) root.data(\"scale\", 1.0);\n",
       "    if (root.data(\"xtickscales\") === undefined) {\n",
       "\n",
       "        // index all the tick scales that are listed\n",
       "        var xtickscales = {};\n",
       "        var ytickscales = {};\n",
       "        var add_x_tick_scales = function (element, i) {\n",
       "            xtickscales[element.attribute(\"gadfly:scale\")] = true;\n",
       "        };\n",
       "        var add_y_tick_scales = function (element, i) {\n",
       "            ytickscales[element.attribute(\"gadfly:scale\")] = true;\n",
       "        };\n",
       "\n",
       "        if (xgridlines) xgridlines.selectAll(\"path\").forEach(add_x_tick_scales);\n",
       "        if (ygridlines) ygridlines.selectAll(\"path\").forEach(add_y_tick_scales);\n",
       "        if (xlabels) xlabels.selectAll(\"text\").forEach(add_x_tick_scales);\n",
       "        if (ylabels) ylabels.selectAll(\"text\").forEach(add_y_tick_scales);\n",
       "\n",
       "        root.data(\"xtickscales\", xtickscales);\n",
       "        root.data(\"ytickscales\", ytickscales);\n",
       "        root.data(\"xtickscale\", 1.0);\n",
       "    }\n",
       "\n",
       "    var min_scale = 1.0, max_scale = 1.0;\n",
       "    for (scale in xtickscales) {\n",
       "        min_scale = Math.min(min_scale, scale);\n",
       "        max_scale = Math.max(max_scale, scale);\n",
       "    }\n",
       "    for (scale in ytickscales) {\n",
       "        min_scale = Math.min(min_scale, scale);\n",
       "        max_scale = Math.max(max_scale, scale);\n",
       "    }\n",
       "    root.data(\"min_scale\", min_scale);\n",
       "    root.data(\"max_scale\", max_scale);\n",
       "\n",
       "    // store the original positions of labels\n",
       "    if (xlabels) {\n",
       "        xlabels.selectAll(\"text\")\n",
       "               .forEach(function (element, i) {\n",
       "                   element.data(\"x\", element.asPX(\"x\"));\n",
       "               });\n",
       "    }\n",
       "\n",
       "    if (ylabels) {\n",
       "        ylabels.selectAll(\"text\")\n",
       "               .forEach(function (element, i) {\n",
       "                   element.data(\"y\", element.asPX(\"y\"));\n",
       "               });\n",
       "    }\n",
       "\n",
       "    // mark grid lines and ticks as in or out of scale.\n",
       "    var mark_inscale = function (element, i) {\n",
       "        element.attribute(\"gadfly:inscale\", element.attribute(\"gadfly:scale\") == 1.0);\n",
       "    };\n",
       "\n",
       "    if (xgridlines) xgridlines.selectAll(\"path\").forEach(mark_inscale);\n",
       "    if (ygridlines) ygridlines.selectAll(\"path\").forEach(mark_inscale);\n",
       "    if (xlabels) xlabels.selectAll(\"text\").forEach(mark_inscale);\n",
       "    if (ylabels) ylabels.selectAll(\"text\").forEach(mark_inscale);\n",
       "\n",
       "    // figure out the upper ond lower bounds on panning using the maximum\n",
       "    // and minum grid lines\n",
       "    var bounds = root.plotbounds();\n",
       "    var pan_bounds = {\n",
       "        x0: 0.0,\n",
       "        y0: 0.0,\n",
       "        x1: 0.0,\n",
       "        y1: 0.0\n",
       "    };\n",
       "\n",
       "    if (xgridlines) {\n",
       "        xgridlines\n",
       "            .selectAll(\"path\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var bbox = element.node.getBBox();\n",
       "                    if (bounds.x1 - bbox.x < pan_bounds.x0) {\n",
       "                        pan_bounds.x0 = bounds.x1 - bbox.x;\n",
       "                    }\n",
       "                    if (bounds.x0 - bbox.x > pan_bounds.x1) {\n",
       "                        pan_bounds.x1 = bounds.x0 - bbox.x;\n",
       "                    }\n",
       "                    element.attr(\"visibility\", \"visible\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    if (ygridlines) {\n",
       "        ygridlines\n",
       "            .selectAll(\"path\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var bbox = element.node.getBBox();\n",
       "                    if (bounds.y1 - bbox.y < pan_bounds.y0) {\n",
       "                        pan_bounds.y0 = bounds.y1 - bbox.y;\n",
       "                    }\n",
       "                    if (bounds.y0 - bbox.y > pan_bounds.y1) {\n",
       "                        pan_bounds.y1 = bounds.y0 - bbox.y;\n",
       "                    }\n",
       "                    element.attr(\"visibility\", \"visible\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    // nudge these values a little\n",
       "    pan_bounds.x0 -= 5;\n",
       "    pan_bounds.x1 += 5;\n",
       "    pan_bounds.y0 -= 5;\n",
       "    pan_bounds.y1 += 5;\n",
       "    root.data(\"pan_bounds\", pan_bounds);\n",
       "\n",
       "    root.data(\"zoompan-ready\", true)\n",
       "};\n",
       "\n",
       "\n",
       "// Panning\n",
       "Gadfly.guide_background_drag_onmove = function(dx, dy, x, y, event) {\n",
       "    var root = this.plotroot();\n",
       "    var px_per_mm = root.data(\"px_per_mm\");\n",
       "    dx /= px_per_mm;\n",
       "    dy /= px_per_mm;\n",
       "\n",
       "    var tx0 = root.data(\"tx\"),\n",
       "        ty0 = root.data(\"ty\");\n",
       "\n",
       "    var dx0 = root.data(\"dx\"),\n",
       "        dy0 = root.data(\"dy\");\n",
       "\n",
       "    root.data(\"dx\", dx);\n",
       "    root.data(\"dy\", dy);\n",
       "\n",
       "    dx = dx - dx0;\n",
       "    dy = dy - dy0;\n",
       "\n",
       "    var tx = tx0 + dx,\n",
       "        ty = ty0 + dy;\n",
       "\n",
       "    set_plot_pan_zoom(root, tx, ty, root.data(\"scale\"));\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_drag_onstart = function(x, y, event) {\n",
       "    var root = this.plotroot();\n",
       "    root.data(\"dx\", 0);\n",
       "    root.data(\"dy\", 0);\n",
       "    init_pan_zoom(root);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_drag_onend = function(event) {\n",
       "    var root = this.plotroot();\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_scroll = function(event) {\n",
       "    if (event.shiftKey) {\n",
       "        var root = this.plotroot();\n",
       "        init_pan_zoom(root);\n",
       "        var new_scale = root.data(\"scale\") * Math.pow(2, 0.002 * event.wheelDelta);\n",
       "        new_scale = Math.max(\n",
       "            root.data(\"min_scale\"),\n",
       "            Math.min(root.data(\"max_scale\"), new_scale))\n",
       "        update_plot_scale(root, new_scale);\n",
       "        event.stopPropagation();\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_button_mouseover = function(event) {\n",
       "    this.select(\".button_logo\")\n",
       "         .animate({fill: this.data(\"mouseover_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_button_mouseout = function(event) {\n",
       "     this.select(\".button_logo\")\n",
       "         .animate({fill: this.data(\"mouseout_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_zoomout_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "    var min_scale = root.data(\"min_scale\"),\n",
       "        scale = root.data(\"scale\");\n",
       "    Snap.animate(\n",
       "        scale,\n",
       "        Math.max(min_scale, scale / 1.5),\n",
       "        function (new_scale) {\n",
       "            update_plot_scale(root, new_scale);\n",
       "        },\n",
       "        200);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_zoomin_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "    var max_scale = root.data(\"max_scale\"),\n",
       "        scale = root.data(\"scale\");\n",
       "\n",
       "    Snap.animate(\n",
       "        scale,\n",
       "        Math.min(max_scale, scale * 1.5),\n",
       "        function (new_scale) {\n",
       "            update_plot_scale(root, new_scale);\n",
       "        },\n",
       "        200);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_track_click = function(event) {\n",
       "    // TODO\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_mousedown = function(event) {\n",
       "    this.animate({fill: this.data(\"mouseover_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_mouseup = function(event) {\n",
       "    this.animate({fill: this.data(\"mouseout_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "// compute the position in [0, 1] of the zoom slider thumb from the current scale\n",
       "var slider_position_from_scale = function(scale, min_scale, max_scale) {\n",
       "    if (scale >= 1.0) {\n",
       "        return 0.5 + 0.5 * (Math.log(scale) / Math.log(max_scale));\n",
       "    }\n",
       "    else {\n",
       "        return 0.5 * (Math.log(scale) - Math.log(min_scale)) / (0 - Math.log(min_scale));\n",
       "    }\n",
       "}\n",
       "\n",
       "\n",
       "var update_plot_scale = function(root, new_scale) {\n",
       "    var trans = scale_centered_translation(root, new_scale);\n",
       "    set_plot_pan_zoom(root, trans.x, trans.y, new_scale);\n",
       "\n",
       "    root.selectAll(\".zoomslider_thumb\")\n",
       "        .forEach(function (element, i) {\n",
       "            var min_pos = element.data(\"min_pos\"),\n",
       "                max_pos = element.data(\"max_pos\"),\n",
       "                min_scale = root.data(\"min_scale\"),\n",
       "                max_scale = root.data(\"max_scale\");\n",
       "            var xmid = (min_pos + max_pos) / 2;\n",
       "            var xpos = slider_position_from_scale(new_scale, min_scale, max_scale);\n",
       "            element.transform(new Snap.Matrix().translate(\n",
       "                Math.max(min_pos, Math.min(\n",
       "                         max_pos, min_pos + (max_pos - min_pos) * xpos)) - xmid, 0));\n",
       "    });\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragmove = function(dx, dy, x, y) {\n",
       "    var root = this.plotroot();\n",
       "    var min_pos = this.data(\"min_pos\"),\n",
       "        max_pos = this.data(\"max_pos\"),\n",
       "        min_scale = root.data(\"min_scale\"),\n",
       "        max_scale = root.data(\"max_scale\"),\n",
       "        old_scale = root.data(\"old_scale\");\n",
       "\n",
       "    var px_per_mm = root.data(\"px_per_mm\");\n",
       "    dx /= px_per_mm;\n",
       "    dy /= px_per_mm;\n",
       "\n",
       "    var xmid = (min_pos + max_pos) / 2;\n",
       "    var xpos = slider_position_from_scale(old_scale, min_scale, max_scale) +\n",
       "                   dx / (max_pos - min_pos);\n",
       "\n",
       "    // compute the new scale\n",
       "    var new_scale;\n",
       "    if (xpos >= 0.5) {\n",
       "        new_scale = Math.exp(2.0 * (xpos - 0.5) * Math.log(max_scale));\n",
       "    }\n",
       "    else {\n",
       "        new_scale = Math.exp(2.0 * xpos * (0 - Math.log(min_scale)) +\n",
       "                        Math.log(min_scale));\n",
       "    }\n",
       "    new_scale = Math.min(max_scale, Math.max(min_scale, new_scale));\n",
       "\n",
       "    update_plot_scale(root, new_scale);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragstart = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "\n",
       "    // keep track of what the scale was when we started dragging\n",
       "    root.data(\"old_scale\", root.data(\"scale\"));\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragend = function(event) {\n",
       "};\n",
       "\n",
       "\n",
       "var toggle_color_class = function(root, color_class, ison) {\n",
       "    var guides = root.selectAll(\".guide.\" + color_class + \",.guide .\" + color_class);\n",
       "    var geoms = root.selectAll(\".geometry.\" + color_class + \",.geometry .\" + color_class);\n",
       "    if (ison) {\n",
       "        guides.animate({opacity: 0.5}, 250);\n",
       "        geoms.animate({opacity: 0.0}, 250);\n",
       "    } else {\n",
       "        guides.animate({opacity: 1.0}, 250);\n",
       "        geoms.animate({opacity: 1.0}, 250);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.colorkey_swatch_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    var color_class = this.data(\"color_class\");\n",
       "\n",
       "    if (event.shiftKey) {\n",
       "        root.selectAll(\".colorkey text\")\n",
       "            .forEach(function (element) {\n",
       "                var other_color_class = element.data(\"color_class\");\n",
       "                if (other_color_class != color_class) {\n",
       "                    toggle_color_class(root, other_color_class,\n",
       "                                       element.attr(\"opacity\") == 1.0);\n",
       "                }\n",
       "            });\n",
       "    } else {\n",
       "        toggle_color_class(root, color_class, this.attr(\"opacity\") == 1.0);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "return Gadfly;\n",
       "\n",
       "}));\n",
       "\n",
       "\n",
       "//@ sourceURL=gadfly.js\n",
       "\n",
       "(function (glob, factory) {\n",
       "    // AMD support\n",
       "      if (typeof require === \"function\" && typeof define === \"function\" && define.amd) {\n",
       "        require([\"Snap.svg\", \"Gadfly\"], function (Snap, Gadfly) {\n",
       "            factory(Snap, Gadfly);\n",
       "        });\n",
       "      } else {\n",
       "          factory(glob.Snap, glob.Gadfly);\n",
       "      }\n",
       "})(window, function (Snap, Gadfly) {\n",
       "    var fig = Snap(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd\");\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-4\")\n",
       "   .drag(function() {}, function() {}, function() {});\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-6\")\n",
       "   .data(\"color_class\", \"color_γ_=_0.26\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-7\")\n",
       "   .data(\"color_class\", \"color_γ_=_0.93\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-9\")\n",
       "   .data(\"color_class\", \"color_γ_=_0.26\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-10\")\n",
       "   .data(\"color_class\", \"color_γ_=_0.93\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-13\")\n",
       "   .mouseenter(Gadfly.plot_mouseover)\n",
       ".mouseleave(Gadfly.plot_mouseout)\n",
       ".mousewheel(Gadfly.guide_background_scroll)\n",
       ".drag(Gadfly.guide_background_drag_onmove,\n",
       "      Gadfly.guide_background_drag_onstart,\n",
       "      Gadfly.guide_background_drag_onend)\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-17\")\n",
       "   .plotroot().data(\"unfocused_ygrid_color\", \"#D0D0E0\")\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-17\")\n",
       "   .plotroot().data(\"focused_ygrid_color\", \"#A0A0A0\")\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-129\")\n",
       "   .plotroot().data(\"unfocused_xgrid_color\", \"#D0D0E0\")\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-129\")\n",
       "   .plotroot().data(\"focused_xgrid_color\", \"#A0A0A0\")\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-252\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-252\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-252\")\n",
       "   .click(Gadfly.zoomslider_zoomin_click)\n",
       ".mouseenter(Gadfly.zoomslider_button_mouseover)\n",
       ".mouseleave(Gadfly.zoomslider_button_mouseout)\n",
       ";\n",
       "fig.select(\"#fig-f727bcd1fffc44beb3dddac1f3b9ecdd-element-256\")\n",
       "   .data(\"max_pos\", 106.37)\n",
       ";\n",
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      "text/plain": [
       "Plot(...)"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Plot return distributions for two points on the trade-off curve.\n",
    "using DataFrames, Distributions\n",
    "xdata = linspace(-2, 5, 1000);\n",
    "df = DataFrame(x=xdata,\n",
    "    y=pdf(Normal(ret_data[markers_on[1]], risk_data[markers_on[1]]), xdata),\n",
    "    label=@sprintf(\"γ = %0.2f\", gamma_vals[markers_on[1]]));\n",
    "for i=2:length(markers_on)\n",
    "    m = markers_on[i];\n",
    "    df = vcat(df, DataFrame(x=xdata,\n",
    "                    y=pdf(Normal(ret_data[m], risk_data[m]), xdata),\n",
    "                    label=@sprintf(\"γ = %0.2f\", gamma_vals[m])));\n",
    "end\n",
    "plot(df, x=\"x\", y=\"y\", color=\"label\", Geom.line, Guide.XLabel(\"Return\"), Guide.YLabel(\"Density\"))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
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   "outputs": [],
   "source": [
    "# Portfolio optimization with leverage limit.\n",
    "# Compute trade-off curve for each leverage limit.\n",
    "L_vals = [1, 2, 4];\n",
    "SAMPLES = 100;\n",
    "risk_data = zeros(length(L_vals), SAMPLES);\n",
    "ret_data = zeros(length(L_vals), SAMPLES);\n",
    "for k=1:length(L_vals)\n",
    "    for i=1:SAMPLES\n",
    "        Lmax = L_vals[k];\n",
    "        gamma = gamma_vals[i];\n",
    "        problem = maximize(ret - gamma*risk,[sum(w) == 1, norm(w, 1) <= Lmax]);\n",
    "        solve!(problem);\n",
    "        risk_data[k, i] = sqrt(evaluate(risk));\n",
    "        ret_data[k, i] = evaluate(ret);\n",
    "    end\n",
    "end"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
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       "    <text x=\"79.03\" y=\"84.39\" text-anchor=\"middle\" visibility=\"visible\" gadfly:scale=\"1.0\">3</text>\n",
       "    <text x=\"99.28\" y=\"84.39\" text-anchor=\"middle\" visibility=\"visible\" gadfly:scale=\"1.0\">4</text>\n",
       "    <text x=\"119.53\" y=\"84.39\" text-anchor=\"middle\" visibility=\"visible\" gadfly:scale=\"1.0\">5</text>\n",
       "    <text x=\"139.78\" y=\"84.39\" text-anchor=\"middle\" visibility=\"hidden\" gadfly:scale=\"1.0\">6</text>\n",
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       "    <text x=\"-82.96\" y=\"84.39\" text-anchor=\"middle\" visibility=\"hidden\" gadfly:scale=\"10.0\">-5.0</text>\n",
       "    <text x=\"-78.91\" y=\"84.39\" text-anchor=\"middle\" visibility=\"hidden\" gadfly:scale=\"10.0\">-4.8</text>\n",
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       "    <text x=\"-54.61\" y=\"84.39\" text-anchor=\"middle\" visibility=\"hidden\" gadfly:scale=\"10.0\">-3.6</text>\n",
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       "d})};a.filter.saturate.toString=function(){return this()};a.filter.hueRotate=function(d){return a.format('<feColorMatrix type=\"hueRotate\" values=\"{angle}\"/>',{angle:d||0})};a.filter.hueRotate.toString=function(){return this()};a.filter.invert=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"table\" tableValues=\"{amount} {amount2}\"/><feFuncG type=\"table\" tableValues=\"{amount} {amount2}\"/><feFuncB type=\"table\" tableValues=\"{amount} {amount2}\"/></feComponentTransfer>',{amount:d,\n",
       "amount2:1-d})};a.filter.invert.toString=function(){return this()};a.filter.brightness=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"linear\" slope=\"{amount}\"/><feFuncG type=\"linear\" slope=\"{amount}\"/><feFuncB type=\"linear\" slope=\"{amount}\"/></feComponentTransfer>',{amount:d})};a.filter.brightness.toString=function(){return this()};a.filter.contrast=function(d){null==d&&(d=1);return a.format('<feComponentTransfer><feFuncR type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/><feFuncG type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/><feFuncB type=\"linear\" slope=\"{amount}\" intercept=\"{amount2}\"/></feComponentTransfer>',\n",
       "{amount:d,amount2:0.5-d/2})};a.filter.contrast.toString=function(){return this()}});return C});\n",
       "\n",
       "]]> </script>\n",
       "<script> <![CDATA[\n",
       "\n",
       "(function (glob, factory) {\n",
       "    // AMD support\n",
       "    if (typeof define === \"function\" && define.amd) {\n",
       "        // Define as an anonymous module\n",
       "        define(\"Gadfly\", [\"Snap.svg\"], function (Snap) {\n",
       "            return factory(Snap);\n",
       "        });\n",
       "    } else {\n",
       "        // Browser globals (glob is window)\n",
       "        // Snap adds itself to window\n",
       "        glob.Gadfly = factory(glob.Snap);\n",
       "    }\n",
       "}(this, function (Snap) {\n",
       "\n",
       "var Gadfly = {};\n",
       "\n",
       "// Get an x/y coordinate value in pixels\n",
       "var xPX = function(fig, x) {\n",
       "    var client_box = fig.node.getBoundingClientRect();\n",
       "    return x * fig.node.viewBox.baseVal.width / client_box.width;\n",
       "};\n",
       "\n",
       "var yPX = function(fig, y) {\n",
       "    var client_box = fig.node.getBoundingClientRect();\n",
       "    return y * fig.node.viewBox.baseVal.height / client_box.height;\n",
       "};\n",
       "\n",
       "\n",
       "Snap.plugin(function (Snap, Element, Paper, global) {\n",
       "    // Traverse upwards from a snap element to find and return the first\n",
       "    // note with the \"plotroot\" class.\n",
       "    Element.prototype.plotroot = function () {\n",
       "        var element = this;\n",
       "        while (!element.hasClass(\"plotroot\") && element.parent() != null) {\n",
       "            element = element.parent();\n",
       "        }\n",
       "        return element;\n",
       "    };\n",
       "\n",
       "    Element.prototype.svgroot = function () {\n",
       "        var element = this;\n",
       "        while (element.node.nodeName != \"svg\" && element.parent() != null) {\n",
       "            element = element.parent();\n",
       "        }\n",
       "        return element;\n",
       "    };\n",
       "\n",
       "    Element.prototype.plotbounds = function () {\n",
       "        var root = this.plotroot()\n",
       "        var bbox = root.select(\".guide.background\").node.getBBox();\n",
       "        return {\n",
       "            x0: bbox.x,\n",
       "            x1: bbox.x + bbox.width,\n",
       "            y0: bbox.y,\n",
       "            y1: bbox.y + bbox.height\n",
       "        };\n",
       "    };\n",
       "\n",
       "    Element.prototype.plotcenter = function () {\n",
       "        var root = this.plotroot()\n",
       "        var bbox = root.select(\".guide.background\").node.getBBox();\n",
       "        return {\n",
       "            x: bbox.x + bbox.width / 2,\n",
       "            y: bbox.y + bbox.height / 2\n",
       "        };\n",
       "    };\n",
       "\n",
       "    // Emulate IE style mouseenter/mouseleave events, since Microsoft always\n",
       "    // does everything right.\n",
       "    // See: http://www.dynamic-tools.net/toolbox/isMouseLeaveOrEnter/\n",
       "    var events = [\"mouseenter\", \"mouseleave\"];\n",
       "\n",
       "    for (i in events) {\n",
       "        (function (event_name) {\n",
       "            var event_name = events[i];\n",
       "            Element.prototype[event_name] = function (fn, scope) {\n",
       "                if (Snap.is(fn, \"function\")) {\n",
       "                    var fn2 = function (event) {\n",
       "                        if (event.type != \"mouseover\" && event.type != \"mouseout\") {\n",
       "                            return;\n",
       "                        }\n",
       "\n",
       "                        var reltg = event.relatedTarget ? event.relatedTarget :\n",
       "                            event.type == \"mouseout\" ? event.toElement : event.fromElement;\n",
       "                        while (reltg && reltg != this.node) reltg = reltg.parentNode;\n",
       "\n",
       "                        if (reltg != this.node) {\n",
       "                            return fn.apply(this, event);\n",
       "                        }\n",
       "                    };\n",
       "\n",
       "                    if (event_name == \"mouseenter\") {\n",
       "                        this.mouseover(fn2, scope);\n",
       "                    } else {\n",
       "                        this.mouseout(fn2, scope);\n",
       "                    }\n",
       "                }\n",
       "                return this;\n",
       "            };\n",
       "        })(events[i]);\n",
       "    }\n",
       "\n",
       "\n",
       "    Element.prototype.mousewheel = function (fn, scope) {\n",
       "        if (Snap.is(fn, \"function\")) {\n",
       "            var el = this;\n",
       "            var fn2 = function (event) {\n",
       "                fn.apply(el, [event]);\n",
       "            };\n",
       "        }\n",
       "\n",
       "        this.node.addEventListener(\n",
       "            /Firefox/i.test(navigator.userAgent) ? \"DOMMouseScroll\" : \"mousewheel\",\n",
       "            fn2);\n",
       "\n",
       "        return this;\n",
       "    };\n",
       "\n",
       "\n",
       "    // Snap's attr function can be too slow for things like panning/zooming.\n",
       "    // This is a function to directly update element attributes without going\n",
       "    // through eve.\n",
       "    Element.prototype.attribute = function(key, val) {\n",
       "        if (val === undefined) {\n",
       "            return this.node.getAttribute(key);\n",
       "        } else {\n",
       "            this.node.setAttribute(key, val);\n",
       "            return this;\n",
       "        }\n",
       "    };\n",
       "});\n",
       "\n",
       "\n",
       "// When the plot is moused over, emphasize the grid lines.\n",
       "Gadfly.plot_mouseover = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "\n",
       "    var xgridlines = root.select(\".xgridlines\"),\n",
       "        ygridlines = root.select(\".ygridlines\");\n",
       "\n",
       "    xgridlines.data(\"unfocused_strokedash\",\n",
       "                    xgridlines.attribute(\"stroke-dasharray\").replace(/(\\d)(,|$)/g, \"$1mm$2\"));\n",
       "    ygridlines.data(\"unfocused_strokedash\",\n",
       "                    ygridlines.attribute(\"stroke-dasharray\").replace(/(\\d)(,|$)/g, \"$1mm$2\"));\n",
       "\n",
       "    // emphasize grid lines\n",
       "    var destcolor = root.data(\"focused_xgrid_color\");\n",
       "    xgridlines.attribute(\"stroke-dasharray\", \"none\")\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    destcolor = root.data(\"focused_ygrid_color\");\n",
       "    ygridlines.attribute(\"stroke-dasharray\", \"none\")\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    // reveal zoom slider\n",
       "    root.select(\".zoomslider\")\n",
       "        .animate({opacity: 1.0}, 250);\n",
       "};\n",
       "\n",
       "\n",
       "// Unemphasize grid lines on mouse out.\n",
       "Gadfly.plot_mouseout = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    var xgridlines = root.select(\".xgridlines\"),\n",
       "        ygridlines = root.select(\".ygridlines\");\n",
       "\n",
       "    var destcolor = root.data(\"unfocused_xgrid_color\");\n",
       "\n",
       "    xgridlines.attribute(\"stroke-dasharray\", xgridlines.data(\"unfocused_strokedash\"))\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    destcolor = root.data(\"unfocused_ygrid_color\");\n",
       "    ygridlines.attribute(\"stroke-dasharray\", ygridlines.data(\"unfocused_strokedash\"))\n",
       "              .selectAll(\"path\")\n",
       "              .animate({stroke: destcolor}, 250);\n",
       "\n",
       "    // hide zoom slider\n",
       "    root.select(\".zoomslider\")\n",
       "        .animate({opacity: 0.0}, 250);\n",
       "};\n",
       "\n",
       "\n",
       "var set_geometry_transform = function(root, tx, ty, scale) {\n",
       "    var xscalable = root.hasClass(\"xscalable\"),\n",
       "        yscalable = root.hasClass(\"yscalable\");\n",
       "\n",
       "    var old_scale = root.data(\"scale\");\n",
       "\n",
       "    var xscale = xscalable ? scale : 1.0,\n",
       "        yscale = yscalable ? scale : 1.0;\n",
       "\n",
       "    tx = xscalable ? tx : 0.0;\n",
       "    ty = yscalable ? ty : 0.0;\n",
       "\n",
       "    var t = new Snap.Matrix().translate(tx, ty).scale(xscale, yscale);\n",
       "\n",
       "    root.selectAll(\".geometry, image\")\n",
       "        .forEach(function (element, i) {\n",
       "            element.transform(t);\n",
       "        });\n",
       "\n",
       "    bounds = root.plotbounds();\n",
       "\n",
       "    if (yscalable) {\n",
       "        var xfixed_t = new Snap.Matrix().translate(0, ty).scale(1.0, yscale);\n",
       "        root.selectAll(\".xfixed\")\n",
       "            .forEach(function (element, i) {\n",
       "                element.transform(xfixed_t);\n",
       "            });\n",
       "\n",
       "        root.select(\".ylabels\")\n",
       "            .transform(xfixed_t)\n",
       "            .selectAll(\"text\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var cx = element.asPX(\"x\"),\n",
       "                        cy = element.asPX(\"y\");\n",
       "                    var st = element.data(\"static_transform\");\n",
       "                    unscale_t = new Snap.Matrix();\n",
       "                    unscale_t.scale(1, 1/scale, cx, cy).add(st);\n",
       "                    element.transform(unscale_t);\n",
       "\n",
       "                    var y = cy * scale + ty;\n",
       "                    element.attr(\"visibility\",\n",
       "                        bounds.y0 <= y && y <= bounds.y1 ? \"visible\" : \"hidden\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    if (xscalable) {\n",
       "        var yfixed_t = new Snap.Matrix().translate(tx, 0).scale(xscale, 1.0);\n",
       "        var xtrans = new Snap.Matrix().translate(tx, 0);\n",
       "        root.selectAll(\".yfixed\")\n",
       "            .forEach(function (element, i) {\n",
       "                element.transform(yfixed_t);\n",
       "            });\n",
       "\n",
       "        root.select(\".xlabels\")\n",
       "            .transform(yfixed_t)\n",
       "            .selectAll(\"text\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var cx = element.asPX(\"x\"),\n",
       "                        cy = element.asPX(\"y\");\n",
       "                    var st = element.data(\"static_transform\");\n",
       "                    unscale_t = new Snap.Matrix();\n",
       "                    unscale_t.scale(1/scale, 1, cx, cy).add(st);\n",
       "\n",
       "                    element.transform(unscale_t);\n",
       "\n",
       "                    var x = cx * scale + tx;\n",
       "                    element.attr(\"visibility\",\n",
       "                        bounds.x0 <= x && x <= bounds.x1 ? \"visible\" : \"hidden\");\n",
       "                    }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    // we must unscale anything that is scale invariance: widths, raiduses, etc.\n",
       "    var size_attribs = [\"font-size\"];\n",
       "    var unscaled_selection = \".geometry, .geometry *\";\n",
       "    if (xscalable) {\n",
       "        size_attribs.push(\"rx\");\n",
       "        unscaled_selection += \", .xgridlines\";\n",
       "    }\n",
       "    if (yscalable) {\n",
       "        size_attribs.push(\"ry\");\n",
       "        unscaled_selection += \", .ygridlines\";\n",
       "    }\n",
       "\n",
       "    root.selectAll(unscaled_selection)\n",
       "        .forEach(function (element, i) {\n",
       "            // circle need special help\n",
       "            if (element.node.nodeName == \"circle\") {\n",
       "                var cx = element.attribute(\"cx\"),\n",
       "                    cy = element.attribute(\"cy\");\n",
       "                unscale_t = new Snap.Matrix().scale(1/xscale, 1/yscale,\n",
       "                                                        cx, cy);\n",
       "                element.transform(unscale_t);\n",
       "                return;\n",
       "            }\n",
       "\n",
       "            for (i in size_attribs) {\n",
       "                var key = size_attribs[i];\n",
       "                var val = parseFloat(element.attribute(key));\n",
       "                if (val !== undefined && val != 0 && !isNaN(val)) {\n",
       "                    element.attribute(key, val * old_scale / scale);\n",
       "                }\n",
       "            }\n",
       "        });\n",
       "};\n",
       "\n",
       "\n",
       "// Find the most appropriate tick scale and update label visibility.\n",
       "var update_tickscale = function(root, scale, axis) {\n",
       "    if (!root.hasClass(axis + \"scalable\")) return;\n",
       "\n",
       "    var tickscales = root.data(axis + \"tickscales\");\n",
       "    var best_tickscale = 1.0;\n",
       "    var best_tickscale_dist = Infinity;\n",
       "    for (tickscale in tickscales) {\n",
       "        var dist = Math.abs(Math.log(tickscale) - Math.log(scale));\n",
       "        if (dist < best_tickscale_dist) {\n",
       "            best_tickscale_dist = dist;\n",
       "            best_tickscale = tickscale;\n",
       "        }\n",
       "    }\n",
       "\n",
       "    if (best_tickscale != root.data(axis + \"tickscale\")) {\n",
       "        root.data(axis + \"tickscale\", best_tickscale);\n",
       "        var mark_inscale_gridlines = function (element, i) {\n",
       "            var inscale = element.attr(\"gadfly:scale\") == best_tickscale;\n",
       "            element.attribute(\"gadfly:inscale\", inscale);\n",
       "            element.attr(\"visibility\", inscale ? \"visible\" : \"hidden\");\n",
       "        };\n",
       "\n",
       "        var mark_inscale_labels = function (element, i) {\n",
       "            var inscale = element.attr(\"gadfly:scale\") == best_tickscale;\n",
       "            element.attribute(\"gadfly:inscale\", inscale);\n",
       "            element.attr(\"visibility\", inscale ? \"visible\" : \"hidden\");\n",
       "        };\n",
       "\n",
       "        root.select(\".\" + axis + \"gridlines\").selectAll(\"path\").forEach(mark_inscale_gridlines);\n",
       "        root.select(\".\" + axis + \"labels\").selectAll(\"text\").forEach(mark_inscale_labels);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "var set_plot_pan_zoom = function(root, tx, ty, scale) {\n",
       "    var old_scale = root.data(\"scale\");\n",
       "    var bounds = root.plotbounds();\n",
       "\n",
       "    var width = bounds.x1 - bounds.x0,\n",
       "        height = bounds.y1 - bounds.y0;\n",
       "\n",
       "    // compute the viewport derived from tx, ty, and scale\n",
       "    var x_min = -width * scale - (scale * width - width),\n",
       "        x_max = width * scale,\n",
       "        y_min = -height * scale - (scale * height - height),\n",
       "        y_max = height * scale;\n",
       "\n",
       "    var x0 = bounds.x0 - scale * bounds.x0,\n",
       "        y0 = bounds.y0 - scale * bounds.y0;\n",
       "\n",
       "    var tx = Math.max(Math.min(tx - x0, x_max), x_min),\n",
       "        ty = Math.max(Math.min(ty - y0, y_max), y_min);\n",
       "\n",
       "    tx += x0;\n",
       "    ty += y0;\n",
       "\n",
       "    // when the scale change, we may need to alter which set of\n",
       "    // ticks is being displayed\n",
       "    if (scale != old_scale) {\n",
       "        update_tickscale(root, scale, \"x\");\n",
       "        update_tickscale(root, scale, \"y\");\n",
       "    }\n",
       "\n",
       "    set_geometry_transform(root, tx, ty, scale);\n",
       "\n",
       "    root.data(\"scale\", scale);\n",
       "    root.data(\"tx\", tx);\n",
       "    root.data(\"ty\", ty);\n",
       "};\n",
       "\n",
       "\n",
       "var scale_centered_translation = function(root, scale) {\n",
       "    var bounds = root.plotbounds();\n",
       "\n",
       "    var width = bounds.x1 - bounds.x0,\n",
       "        height = bounds.y1 - bounds.y0;\n",
       "\n",
       "    var tx0 = root.data(\"tx\"),\n",
       "        ty0 = root.data(\"ty\");\n",
       "\n",
       "    var scale0 = root.data(\"scale\");\n",
       "\n",
       "    // how off from center the current view is\n",
       "    var xoff = tx0 - (bounds.x0 * (1 - scale0) + (width * (1 - scale0)) / 2),\n",
       "        yoff = ty0 - (bounds.y0 * (1 - scale0) + (height * (1 - scale0)) / 2);\n",
       "\n",
       "    // rescale offsets\n",
       "    xoff = xoff * scale / scale0;\n",
       "    yoff = yoff * scale / scale0;\n",
       "\n",
       "    // adjust for the panel position being scaled\n",
       "    var x_edge_adjust = bounds.x0 * (1 - scale),\n",
       "        y_edge_adjust = bounds.y0 * (1 - scale);\n",
       "\n",
       "    return {\n",
       "        x: xoff + x_edge_adjust + (width - width * scale) / 2,\n",
       "        y: yoff + y_edge_adjust + (height - height * scale) / 2\n",
       "    };\n",
       "};\n",
       "\n",
       "\n",
       "// Initialize data for panning zooming if it isn't already.\n",
       "var init_pan_zoom = function(root) {\n",
       "    if (root.data(\"zoompan-ready\")) {\n",
       "        return;\n",
       "    }\n",
       "\n",
       "    // The non-scaling-stroke trick. Rather than try to correct for the\n",
       "    // stroke-width when zooming, we force it to a fixed value.\n",
       "    var px_per_mm = root.node.getCTM().a;\n",
       "\n",
       "    // Drag events report deltas in pixels, which we'd like to convert to\n",
       "    // millimeters.\n",
       "    root.data(\"px_per_mm\", px_per_mm);\n",
       "\n",
       "    root.selectAll(\"path\")\n",
       "        .forEach(function (element, i) {\n",
       "        sw = element.asPX(\"stroke-width\") * px_per_mm;\n",
       "        if (sw > 0) {\n",
       "            element.attribute(\"stroke-width\", sw);\n",
       "            element.attribute(\"vector-effect\", \"non-scaling-stroke\");\n",
       "        }\n",
       "    });\n",
       "\n",
       "    // Store ticks labels original tranformation\n",
       "    root.selectAll(\".xlabels > text, .ylabels > text\")\n",
       "        .forEach(function (element, i) {\n",
       "            var lm = element.transform().localMatrix;\n",
       "            element.data(\"static_transform\",\n",
       "                new Snap.Matrix(lm.a, lm.b, lm.c, lm.d, lm.e, lm.f));\n",
       "        });\n",
       "\n",
       "    var xgridlines = root.select(\".xgridlines\");\n",
       "    var ygridlines = root.select(\".ygridlines\");\n",
       "    var xlabels = root.select(\".xlabels\");\n",
       "    var ylabels = root.select(\".ylabels\");\n",
       "\n",
       "    if (root.data(\"tx\") === undefined) root.data(\"tx\", 0);\n",
       "    if (root.data(\"ty\") === undefined) root.data(\"ty\", 0);\n",
       "    if (root.data(\"scale\") === undefined) root.data(\"scale\", 1.0);\n",
       "    if (root.data(\"xtickscales\") === undefined) {\n",
       "\n",
       "        // index all the tick scales that are listed\n",
       "        var xtickscales = {};\n",
       "        var ytickscales = {};\n",
       "        var add_x_tick_scales = function (element, i) {\n",
       "            xtickscales[element.attribute(\"gadfly:scale\")] = true;\n",
       "        };\n",
       "        var add_y_tick_scales = function (element, i) {\n",
       "            ytickscales[element.attribute(\"gadfly:scale\")] = true;\n",
       "        };\n",
       "\n",
       "        if (xgridlines) xgridlines.selectAll(\"path\").forEach(add_x_tick_scales);\n",
       "        if (ygridlines) ygridlines.selectAll(\"path\").forEach(add_y_tick_scales);\n",
       "        if (xlabels) xlabels.selectAll(\"text\").forEach(add_x_tick_scales);\n",
       "        if (ylabels) ylabels.selectAll(\"text\").forEach(add_y_tick_scales);\n",
       "\n",
       "        root.data(\"xtickscales\", xtickscales);\n",
       "        root.data(\"ytickscales\", ytickscales);\n",
       "        root.data(\"xtickscale\", 1.0);\n",
       "    }\n",
       "\n",
       "    var min_scale = 1.0, max_scale = 1.0;\n",
       "    for (scale in xtickscales) {\n",
       "        min_scale = Math.min(min_scale, scale);\n",
       "        max_scale = Math.max(max_scale, scale);\n",
       "    }\n",
       "    for (scale in ytickscales) {\n",
       "        min_scale = Math.min(min_scale, scale);\n",
       "        max_scale = Math.max(max_scale, scale);\n",
       "    }\n",
       "    root.data(\"min_scale\", min_scale);\n",
       "    root.data(\"max_scale\", max_scale);\n",
       "\n",
       "    // store the original positions of labels\n",
       "    if (xlabels) {\n",
       "        xlabels.selectAll(\"text\")\n",
       "               .forEach(function (element, i) {\n",
       "                   element.data(\"x\", element.asPX(\"x\"));\n",
       "               });\n",
       "    }\n",
       "\n",
       "    if (ylabels) {\n",
       "        ylabels.selectAll(\"text\")\n",
       "               .forEach(function (element, i) {\n",
       "                   element.data(\"y\", element.asPX(\"y\"));\n",
       "               });\n",
       "    }\n",
       "\n",
       "    // mark grid lines and ticks as in or out of scale.\n",
       "    var mark_inscale = function (element, i) {\n",
       "        element.attribute(\"gadfly:inscale\", element.attribute(\"gadfly:scale\") == 1.0);\n",
       "    };\n",
       "\n",
       "    if (xgridlines) xgridlines.selectAll(\"path\").forEach(mark_inscale);\n",
       "    if (ygridlines) ygridlines.selectAll(\"path\").forEach(mark_inscale);\n",
       "    if (xlabels) xlabels.selectAll(\"text\").forEach(mark_inscale);\n",
       "    if (ylabels) ylabels.selectAll(\"text\").forEach(mark_inscale);\n",
       "\n",
       "    // figure out the upper ond lower bounds on panning using the maximum\n",
       "    // and minum grid lines\n",
       "    var bounds = root.plotbounds();\n",
       "    var pan_bounds = {\n",
       "        x0: 0.0,\n",
       "        y0: 0.0,\n",
       "        x1: 0.0,\n",
       "        y1: 0.0\n",
       "    };\n",
       "\n",
       "    if (xgridlines) {\n",
       "        xgridlines\n",
       "            .selectAll(\"path\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var bbox = element.node.getBBox();\n",
       "                    if (bounds.x1 - bbox.x < pan_bounds.x0) {\n",
       "                        pan_bounds.x0 = bounds.x1 - bbox.x;\n",
       "                    }\n",
       "                    if (bounds.x0 - bbox.x > pan_bounds.x1) {\n",
       "                        pan_bounds.x1 = bounds.x0 - bbox.x;\n",
       "                    }\n",
       "                    element.attr(\"visibility\", \"visible\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    if (ygridlines) {\n",
       "        ygridlines\n",
       "            .selectAll(\"path\")\n",
       "            .forEach(function (element, i) {\n",
       "                if (element.attribute(\"gadfly:inscale\") == \"true\") {\n",
       "                    var bbox = element.node.getBBox();\n",
       "                    if (bounds.y1 - bbox.y < pan_bounds.y0) {\n",
       "                        pan_bounds.y0 = bounds.y1 - bbox.y;\n",
       "                    }\n",
       "                    if (bounds.y0 - bbox.y > pan_bounds.y1) {\n",
       "                        pan_bounds.y1 = bounds.y0 - bbox.y;\n",
       "                    }\n",
       "                    element.attr(\"visibility\", \"visible\");\n",
       "                }\n",
       "            });\n",
       "    }\n",
       "\n",
       "    // nudge these values a little\n",
       "    pan_bounds.x0 -= 5;\n",
       "    pan_bounds.x1 += 5;\n",
       "    pan_bounds.y0 -= 5;\n",
       "    pan_bounds.y1 += 5;\n",
       "    root.data(\"pan_bounds\", pan_bounds);\n",
       "\n",
       "    root.data(\"zoompan-ready\", true)\n",
       "};\n",
       "\n",
       "\n",
       "// Panning\n",
       "Gadfly.guide_background_drag_onmove = function(dx, dy, x, y, event) {\n",
       "    var root = this.plotroot();\n",
       "    var px_per_mm = root.data(\"px_per_mm\");\n",
       "    dx /= px_per_mm;\n",
       "    dy /= px_per_mm;\n",
       "\n",
       "    var tx0 = root.data(\"tx\"),\n",
       "        ty0 = root.data(\"ty\");\n",
       "\n",
       "    var dx0 = root.data(\"dx\"),\n",
       "        dy0 = root.data(\"dy\");\n",
       "\n",
       "    root.data(\"dx\", dx);\n",
       "    root.data(\"dy\", dy);\n",
       "\n",
       "    dx = dx - dx0;\n",
       "    dy = dy - dy0;\n",
       "\n",
       "    var tx = tx0 + dx,\n",
       "        ty = ty0 + dy;\n",
       "\n",
       "    set_plot_pan_zoom(root, tx, ty, root.data(\"scale\"));\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_drag_onstart = function(x, y, event) {\n",
       "    var root = this.plotroot();\n",
       "    root.data(\"dx\", 0);\n",
       "    root.data(\"dy\", 0);\n",
       "    init_pan_zoom(root);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_drag_onend = function(event) {\n",
       "    var root = this.plotroot();\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.guide_background_scroll = function(event) {\n",
       "    if (event.shiftKey) {\n",
       "        var root = this.plotroot();\n",
       "        init_pan_zoom(root);\n",
       "        var new_scale = root.data(\"scale\") * Math.pow(2, 0.002 * event.wheelDelta);\n",
       "        new_scale = Math.max(\n",
       "            root.data(\"min_scale\"),\n",
       "            Math.min(root.data(\"max_scale\"), new_scale))\n",
       "        update_plot_scale(root, new_scale);\n",
       "        event.stopPropagation();\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_button_mouseover = function(event) {\n",
       "    this.select(\".button_logo\")\n",
       "         .animate({fill: this.data(\"mouseover_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_button_mouseout = function(event) {\n",
       "     this.select(\".button_logo\")\n",
       "         .animate({fill: this.data(\"mouseout_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_zoomout_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "    var min_scale = root.data(\"min_scale\"),\n",
       "        scale = root.data(\"scale\");\n",
       "    Snap.animate(\n",
       "        scale,\n",
       "        Math.max(min_scale, scale / 1.5),\n",
       "        function (new_scale) {\n",
       "            update_plot_scale(root, new_scale);\n",
       "        },\n",
       "        200);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_zoomin_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "    var max_scale = root.data(\"max_scale\"),\n",
       "        scale = root.data(\"scale\");\n",
       "\n",
       "    Snap.animate(\n",
       "        scale,\n",
       "        Math.min(max_scale, scale * 1.5),\n",
       "        function (new_scale) {\n",
       "            update_plot_scale(root, new_scale);\n",
       "        },\n",
       "        200);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_track_click = function(event) {\n",
       "    // TODO\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_mousedown = function(event) {\n",
       "    this.animate({fill: this.data(\"mouseover_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_mouseup = function(event) {\n",
       "    this.animate({fill: this.data(\"mouseout_color\")}, 100);\n",
       "};\n",
       "\n",
       "\n",
       "// compute the position in [0, 1] of the zoom slider thumb from the current scale\n",
       "var slider_position_from_scale = function(scale, min_scale, max_scale) {\n",
       "    if (scale >= 1.0) {\n",
       "        return 0.5 + 0.5 * (Math.log(scale) / Math.log(max_scale));\n",
       "    }\n",
       "    else {\n",
       "        return 0.5 * (Math.log(scale) - Math.log(min_scale)) / (0 - Math.log(min_scale));\n",
       "    }\n",
       "}\n",
       "\n",
       "\n",
       "var update_plot_scale = function(root, new_scale) {\n",
       "    var trans = scale_centered_translation(root, new_scale);\n",
       "    set_plot_pan_zoom(root, trans.x, trans.y, new_scale);\n",
       "\n",
       "    root.selectAll(\".zoomslider_thumb\")\n",
       "        .forEach(function (element, i) {\n",
       "            var min_pos = element.data(\"min_pos\"),\n",
       "                max_pos = element.data(\"max_pos\"),\n",
       "                min_scale = root.data(\"min_scale\"),\n",
       "                max_scale = root.data(\"max_scale\");\n",
       "            var xmid = (min_pos + max_pos) / 2;\n",
       "            var xpos = slider_position_from_scale(new_scale, min_scale, max_scale);\n",
       "            element.transform(new Snap.Matrix().translate(\n",
       "                Math.max(min_pos, Math.min(\n",
       "                         max_pos, min_pos + (max_pos - min_pos) * xpos)) - xmid, 0));\n",
       "    });\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragmove = function(dx, dy, x, y) {\n",
       "    var root = this.plotroot();\n",
       "    var min_pos = this.data(\"min_pos\"),\n",
       "        max_pos = this.data(\"max_pos\"),\n",
       "        min_scale = root.data(\"min_scale\"),\n",
       "        max_scale = root.data(\"max_scale\"),\n",
       "        old_scale = root.data(\"old_scale\");\n",
       "\n",
       "    var px_per_mm = root.data(\"px_per_mm\");\n",
       "    dx /= px_per_mm;\n",
       "    dy /= px_per_mm;\n",
       "\n",
       "    var xmid = (min_pos + max_pos) / 2;\n",
       "    var xpos = slider_position_from_scale(old_scale, min_scale, max_scale) +\n",
       "                   dx / (max_pos - min_pos);\n",
       "\n",
       "    // compute the new scale\n",
       "    var new_scale;\n",
       "    if (xpos >= 0.5) {\n",
       "        new_scale = Math.exp(2.0 * (xpos - 0.5) * Math.log(max_scale));\n",
       "    }\n",
       "    else {\n",
       "        new_scale = Math.exp(2.0 * xpos * (0 - Math.log(min_scale)) +\n",
       "                        Math.log(min_scale));\n",
       "    }\n",
       "    new_scale = Math.min(max_scale, Math.max(min_scale, new_scale));\n",
       "\n",
       "    update_plot_scale(root, new_scale);\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragstart = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    init_pan_zoom(root);\n",
       "\n",
       "    // keep track of what the scale was when we started dragging\n",
       "    root.data(\"old_scale\", root.data(\"scale\"));\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.zoomslider_thumb_dragend = function(event) {\n",
       "};\n",
       "\n",
       "\n",
       "var toggle_color_class = function(root, color_class, ison) {\n",
       "    var guides = root.selectAll(\".guide.\" + color_class + \",.guide .\" + color_class);\n",
       "    var geoms = root.selectAll(\".geometry.\" + color_class + \",.geometry .\" + color_class);\n",
       "    if (ison) {\n",
       "        guides.animate({opacity: 0.5}, 250);\n",
       "        geoms.animate({opacity: 0.0}, 250);\n",
       "    } else {\n",
       "        guides.animate({opacity: 1.0}, 250);\n",
       "        geoms.animate({opacity: 1.0}, 250);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "Gadfly.colorkey_swatch_click = function(event) {\n",
       "    var root = this.plotroot();\n",
       "    var color_class = this.data(\"color_class\");\n",
       "\n",
       "    if (event.shiftKey) {\n",
       "        root.selectAll(\".colorkey text\")\n",
       "            .forEach(function (element) {\n",
       "                var other_color_class = element.data(\"color_class\");\n",
       "                if (other_color_class != color_class) {\n",
       "                    toggle_color_class(root, other_color_class,\n",
       "                                       element.attr(\"opacity\") == 1.0);\n",
       "                }\n",
       "            });\n",
       "    } else {\n",
       "        toggle_color_class(root, color_class, this.attr(\"opacity\") == 1.0);\n",
       "    }\n",
       "};\n",
       "\n",
       "\n",
       "return Gadfly;\n",
       "\n",
       "}));\n",
       "\n",
       "\n",
       "//@ sourceURL=gadfly.js\n",
       "\n",
       "(function (glob, factory) {\n",
       "    // AMD support\n",
       "      if (typeof require === \"function\" && typeof define === \"function\" && define.amd) {\n",
       "        require([\"Snap.svg\", \"Gadfly\"], function (Snap, Gadfly) {\n",
       "            factory(Snap, Gadfly);\n",
       "        });\n",
       "      } else {\n",
       "          factory(glob.Snap, glob.Gadfly);\n",
       "      }\n",
       "})(window, function (Snap, Gadfly) {\n",
       "    var fig = Snap(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f\");\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-4\")\n",
       "   .drag(function() {}, function() {}, function() {});\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-6\")\n",
       "   .data(\"color_class\", \"color_Lmax_=_1\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-7\")\n",
       "   .data(\"color_class\", \"color_Lmax_=_2\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-8\")\n",
       "   .data(\"color_class\", \"color_Lmax_=_4\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-10\")\n",
       "   .data(\"color_class\", \"color_Lmax_=_1\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-11\")\n",
       "   .data(\"color_class\", \"color_Lmax_=_2\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-12\")\n",
       "   .data(\"color_class\", \"color_Lmax_=_4\")\n",
       ".click(Gadfly.colorkey_swatch_click)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-15\")\n",
       "   .mouseenter(Gadfly.plot_mouseover)\n",
       ".mouseleave(Gadfly.plot_mouseout)\n",
       ".mousewheel(Gadfly.guide_background_scroll)\n",
       ".drag(Gadfly.guide_background_drag_onmove,\n",
       "      Gadfly.guide_background_drag_onstart,\n",
       "      Gadfly.guide_background_drag_onend)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-19\")\n",
       "   .plotroot().data(\"unfocused_ygrid_color\", \"#D0D0E0\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-19\")\n",
       "   .plotroot().data(\"focused_ygrid_color\", \"#A0A0A0\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-125\")\n",
       "   .plotroot().data(\"unfocused_xgrid_color\", \"#D0D0E0\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-125\")\n",
       "   .plotroot().data(\"focused_xgrid_color\", \"#A0A0A0\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-261\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-261\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-261\")\n",
       "   .click(Gadfly.zoomslider_zoomin_click)\n",
       ".mouseenter(Gadfly.zoomslider_button_mouseover)\n",
       ".mouseleave(Gadfly.zoomslider_button_mouseout)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-265\")\n",
       "   .data(\"max_pos\", 105.53)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-265\")\n",
       "   .data(\"min_pos\", 88.53)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-265\")\n",
       "   .click(Gadfly.zoomslider_track_click);\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-267\")\n",
       "   .data(\"max_pos\", 105.53)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-267\")\n",
       "   .data(\"min_pos\", 88.53)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-267\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-267\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-267\")\n",
       "   .drag(Gadfly.zoomslider_thumb_dragmove,\n",
       "     Gadfly.zoomslider_thumb_dragstart,\n",
       "     Gadfly.zoomslider_thumb_dragend)\n",
       ".mousedown(Gadfly.zoomslider_thumb_mousedown)\n",
       ".mouseup(Gadfly.zoomslider_thumb_mouseup)\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-269\")\n",
       "   .data(\"mouseover_color\", \"#cd5c5c\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-269\")\n",
       "   .data(\"mouseout_color\", \"#6a6a6a\")\n",
       ";\n",
       "fig.select(\"#fig-cb5cdca2154f43d78904d7d4c3a45c1f-element-269\")\n",
       "   .click(Gadfly.zoomslider_zoomout_click)\n",
       ".mouseenter(Gadfly.zoomslider_button_mouseover)\n",
       ".mouseleave(Gadfly.zoomslider_button_mouseout)\n",
       ";\n",
       "    });\n",
       "]]> </script>\n",
       "</svg>\n"
      ],
      "text/plain": [
       "Plot(...)"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = DataFrame(x=vec(risk_data[1,:]), y=vec(ret_data[1,:]), label=@sprintf(\"Lmax = %d\", L_vals[1]));\n",
    "for i=2:length(L_vals)\n",
    "    df = vcat(df, DataFrame(x=vec(risk_data[i,:]), y=vec(ret_data[i,:]), label=@sprintf(\"Lmax = %d\", L_vals[i])));\n",
    "end\n",
    "plot(df, x=\"x\", y=\"y\", color=\"label\", Geom.line, Guide.XLabel(\"Return\"), Guide.YLabel(\"Standard deviation\"))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# Portfolio optimization with a leverage limit and a bound on risk.\n",
    "# Compute solution for different leverage limits.\n",
    "w_vals = zeros(n, length(L_vals));\n",
    "for i=1:length(L_vals)\n",
    "    problem = maximize(ret, [sum(w) == 1, norm(w, 1) <= L_vals[i], risk <= 2]);\n",
    "    solve!(problem);\n",
    "    w_vals[:, i] = evaluate(w);\n",
    "end"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "# Generate data for factor model.\n",
    "n = 3000;\n",
    "m = 50;\n",
    "mu = abs(randn(n, 1));\n",
    "Sigma_tilde = randn(m, m);\n",
    "Sigma_tilde = Sigma_tilde' * Sigma_tilde;\n",
    "D = diagm(0.9 * rand(n));\n",
    "F = randn(n, m);"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false,
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "ECOS 1.0.5 - (c) A. Domahidi, ETH Zurich & embotech 2012-14. Support: ecos@embotech.com\n",
      "\n",
      "It     pcost         dcost      gap     pres    dres     k/t     mu      step     IR\n",
      " 0   -7.928e-01   -1.279e+01   +2e+04   3e+01   1e+02   1e+00   3e+00    N/A     4 5 -\n",
      " 1   -1.139e+01   -1.274e+01   +2e+03   4e+00   1e+01   4e-01   4e-01   0.9899   4 3 4\n",
      " 2   -7.570e+00   -7.792e+00   +4e+02   6e-01   2e+00   2e-02   7e-02   0.8105   3 3 3\n",
      " 3   -7.340e+00   -7.529e+00   +4e+02   5e-01   2e+00   2e-02   6e-02   0.2022   4 4 4\n",
      " 4   -6.937e+00   -7.099e+00   +4e+02   4e-01   1e+00   2e-02   6e-02   0.2089   5 4 5\n",
      " 5   -6.565e+00   -6.694e+00   +3e+02   3e-01   1e+00   2e-02   5e-02   0.2735   4 4 4\n",
      " 6   -5.876e+00   -5.948e+00   +2e+02   2e-01   7e-01   1e-02   3e-02   0.5625   5 5 5\n",
      " 7   -5.533e+00   -5.582e+00   +2e+02   1e-01   4e-01   8e-03   3e-02   0.3618   5 5 5\n",
      " 8   -5.313e+00   -5.348e+00   +1e+02   1e-01   3e-01   5e-03   2e-02   0.4704   5 5 5\n",
      " 9   -4.961e+00   -4.975e+00   +5e+01   4e-02   1e-01   2e-03   9e-03   0.7557   5 5 5\n",
      "10   -4.989e+00   -5.003e+00   +5e+01   4e-02   1e-01   2e-03   8e-03   0.2647   5 5 5\n",
      "11   -4.857e+00   -4.864e+00   +3e+01   2e-02   6e-02   8e-04   4e-03   0.5682   5 5 5\n",
      "12   -4.819e+00   -4.824e+00   +2e+01   1e-02   4e-02   5e-04   3e-03   0.5266   5 5 5\n",
      "13   -4.789e+00   -4.791e+00   +8e+00   5e-03   2e-02   2e-04   1e-03   0.8850   5 5 5\n",
      "14   -4.774e+00   -4.775e+00   +4e+00   2e-03   8e-03   8e-05   6e-04   0.7023   5 5 5\n",
      "15   -4.768e+00   -4.768e+00   +2e+00   1e-03   4e-03   4e-05   3e-04   0.6936   5 5 5\n",
      "16   -4.766e+00   -4.766e+00   +1e+00   6e-04   2e-03   2e-05   2e-04   0.7589   5 5 5\n",
      "17   -4.765e+00   -4.765e+00   +3e-01   2e-04   6e-04   5e-06   4e-05   0.7661   5 5 5\n",
      "18   -4.764e+00   -4.764e+00   +2e-02   2e-05   5e-05   5e-07   4e-06   0.9461   5 5 5\n",
      "19   -4.764e+00   -4.764e+00   +9e-04   6e-07   2e-06   2e-08   2e-07   0.9777   5 5 5\n",
      "20   -4.764e+00   -4.764e+00   +1e-05   1e-08   3e-08   3e-10   2e-09   0.9845   5 5 5\n",
      "21   -4.764e+00   -4.764e+00   +3e-07   2e-10   7e-10   6e-12   5e-11   0.9791   5 5 5\n",
      "\n",
      "OPTIMAL (within feastol=6.7e-10, reltol=6.5e-08, abstol=3.1e-07).\n",
      "Runtime: 1.193969 seconds.\n",
      "\n"
     ]
    }
   ],
   "source": [
    "# Factor model portfolio optimization.\n",
    "w = Variable(n);\n",
    "f = F' * w;\n",
    "ret = sum(mu' * w); \n",
    "risk = quad_form(f, Sigma_tilde) + quad_form(w, D);\n",
    "\n",
    "\n",
    "# Solve the factor model problem.\n",
    "Lmax = 2\n",
    "gamma = 0.1\n",
    "factor_problem = maximize(ret - gamma*risk, [sum(w) == 1, norm(w, 1) <= Lmax]);\n",
    "solve!(factor_problem, ECOSSolver())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# Standard portfolio optimization with data from factor model.\n",
    "risk = quad_form(w, F * Sigma_tilde * F' + D);\n",
    "problem = maximize(ret - gamma*risk,  [sum(w) == 1, norm(w, 1) <= Lmax]);"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "# Warning: This takes a long time.\n",
    "# solve!(problem, ECOSSolver())"
   ]
  }
 ],
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