README.md

Extracted from simple-statistics.

jenks.js

// # [Jenks natural breaks optimization](http://en.wikipedia.org/wiki/Jenks_natural_breaks_optimization)
//
// Implementations: [1](http://danieljlewis.org/files/2010/06/Jenks.pdf) (python),
// [2](https://github.com/vvoovv/djeo-jenks/blob/master/main.js) (buggy),
// [3](https://github.com/simogeo/geostats/blob/master/lib/geostats.js#L407) (works)
function jenks(data, n_classes) {

    // Compute the matrices required for Jenks breaks. These matrices
    // can be used for any classing of data with `classes <= n_classes`
    function getMatrices(data, n_classes) {

        // in the original implementation, these matrices are referred to
        // as `LC` and `OP`
        //
        // * lower_class_limits (LC): optimal lower class limits
        // * variance_combinations (OP): optimal variance combinations for all classes
        var lower_class_limits = [],
            variance_combinations = [],
            // loop counters
            i, j,
            // the variance, as computed at each step in the calculation
            variance = 0;

        // Initialize and fill each matrix with zeroes
        for (i = 0; i < data.length + 1; i++) {
            var tmp1 = [], tmp2 = [];
            for (j = 0; j < n_classes + 1; j++) {
                tmp1.push(0);
                tmp2.push(0);
            }
            lower_class_limits.push(tmp1);
            variance_combinations.push(tmp2);
        }

        for (i = 1; i < n_classes + 1; i++) {
            lower_class_limits[1][i] = 1;
            variance_combinations[1][i] = 0;
            // in the original implementation, 9999999 is used but
            // since Javascript has `Infinity`, we use that.
            for (j = 2; j < data.length + 1; j++) {
                variance_combinations[j][i] = Infinity;
            }
        }

        for (var l = 2; l < data.length + 1; l++) {

            // `SZ` originally. this is the sum of the values seen thus
            // far when calculating variance.
            var sum = 0,
                // `ZSQ` originally. the sum of squares of values seen
                // thus far
                sum_squares = 0,
                // `WT` originally. This is the number of
                w = 0,
                // `IV` originally
                i4 = 0;

            // in several instances, you could say `Math.pow(x, 2)`
            // instead of `x * x`, but this is slower in some browsers
            // introduces an unnecessary concept.
            for (var m = 1; m < l + 1; m++) {

                // `III` originally
                var lower_class_limit = l - m + 1,
                    val = data[lower_class_limit - 1];

                // here we're estimating variance for each potential classing
                // of the data, for each potential number of classes. `w`
                // is the number of data points considered so far.
                w++;

                // increase the current sum and sum-of-squares
                sum += val;
                sum_squares += val * val;

                // the variance at this point in the sequence is the difference
                // between the sum of squares and the total x 2, over the number
                // of samples.
                variance = sum_squares - (sum * sum) / w;

                i4 = lower_class_limit - 1;

                if (i4 !== 0) {
                    for (j = 2; j < n_classes + 1; j++) {
                        // if adding this element to an existing class
                        // will increase its variance beyond the limit, break
                        // the class at this point, setting the lower_class_limit
                        // at this point.
                        if (variance_combinations[l][j] >=
                            (variance + variance_combinations[i4][j - 1])) {
                            lower_class_limits[l][j] = lower_class_limit;
                            variance_combinations[l][j] = variance +
                                variance_combinations[i4][j - 1];
                        }
                    }
                }
            }

            lower_class_limits[l][1] = 1;
            variance_combinations[l][1] = variance;
        }

        // return the two matrices. for just providing breaks, only
        // `lower_class_limits` is needed, but variances can be useful to
        // evaluage goodness of fit.
        return {
            lower_class_limits: lower_class_limits,
            variance_combinations: variance_combinations
        };
    }



    // the second part of the jenks recipe: take the calculated matrices
    // and derive an array of n breaks.
    function breaks(data, lower_class_limits, n_classes) {

        var k = data.length - 1,
            kclass = [],
            countNum = n_classes;

        // the calculation of classes will never include the upper and
        // lower bounds, so we need to explicitly set them
        kclass[n_classes] = data[data.length - 1];
        kclass[0] = data[0];

        // the lower_class_limits matrix is used as indexes into itself
        // here: the `k` variable is reused in each iteration.
        while (countNum > 1) {
            kclass[countNum - 1] = data[lower_class_limits[k][countNum] - 2];
            k = lower_class_limits[k][countNum] - 1;
            countNum--;
        }

        return kclass;
    }

    if (n_classes > data.length) return null;

    // sort data in numerical order, since this is expected
    // by the matrices function
    data = data.slice().sort(function (a, b) { return a - b; });

    // get our basic matrices
    var matrices = getMatrices(data, n_classes),
        // we only need lower class limits here
        lower_class_limits = matrices.lower_class_limits;

    // extract n_classes out of the computed matrices
    return breaks(data, lower_class_limits, n_classes);

}

Sadly Jenks had been dropped from simple-statistics in favor of ckmeans: https://github.com/simple-statistics/simple-statistics/blob/4db0dd820ebb5bc9bd7635715a3ef8a4678e180e/CHANGELOG.md#jenks---ckmeans

@r-barnes, you probably mean http://web.archive.org/web/20130317024515/http://macwright.org/simple-statistics/docs/simple_statistics.html#section-96 . It is not online anymore from what I can see and I am not sure the formatting is correct in the archive. There is jenks code before its "Jenks natural breaks optimization" header.