initial commit: ts time series analysis library v0.1.0

- 354 financial and mathematical time-series indicators
- Uniform C11 API with consistent function signatures
- 349 passing tests with -Werror
- Static and shared library builds
- pkg-config integration
- Python bindings
- Fuzzing and sanitizer support
- Security hardening flags

1 files changed, 72 insertions, 0 deletions

diff --git a/lib/digamma.c b/lib/digamma.c
new file mode 100644
index 0000000..267fefc
--- /dev/null
+++ b/lib/digamma.c
@@ -0,0 +1,72 @@
+// Digamma Function
+//
+// digamma - ψ(z)
+//
+// Logarithmic derivative of the gamma function: ψ(z) = Γ'(z) / Γ(z)
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+#include <math.h>
+#include "ts.h"
+
+static fp_t digamma_impl( fp_t z )
+{
+	if (z > 7.0)
+	{
+		fp_t sum = log(z) - 1.0 / (2.0 * z) - 1.0 / (12.0 * z * z);
+		return sum;
+	}
+
+	fp_t sum = 0.0;
+	if (z > 0.0 && z < 7.0)
+	{
+		fp_t tmp = z;
+		while (tmp < 7.0)
+		{
+			sum -= 1.0 / tmp;
+			tmp += 1.0;
+		}
+		return sum + digamma_impl(tmp);
+	}
+	else if (z == 0.0)
+	{
+		return -INFINITY;
+	}
+	else if (z < 0.0)
+	{
+		fp_t n = floor(z);
+		fp_t frac = z - n;
+		return digamma_impl(1.0 - frac) - PI / tan(PI * frac);
+	}
+
+	return digamma_impl(z + 1.0) - 1.0 / z;
+}
+
+
+ts_parameter_t const ts_digamma_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_digamma_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_digamma(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_digamma_p );
+	(void)c;
+	for( uint_t i = 0; i < n; ++i )
+	{
+		y[0][i] = digamma_impl( x[0][i] );
+	}
+	return 0;
+}
+
+
+