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, 62 insertions, 0 deletions

diff --git a/lib/laguerre.c b/lib/laguerre.c
new file mode 100644
index 0000000..b1e1284
--- /dev/null
+++ b/lib/laguerre.c
@@ -0,0 +1,62 @@
+// Laguerre
+//
+// laguerre
+//
+// Laguerre polynomial
+//
+// L_n(x) via recurrence relation
+//
+// Inputs:    2
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_laguerre_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_laguerre_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_laguerre(
+	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_laguerre_p );
+	(void)c;
+    for( uint_t i = 0; i < n; ++i )
+    {
+        fp_t xv = x[0][i];
+        if (x[1][i] < 0) { y[0][i] = 0; continue; }
+        uint_t n_val = (uint_t)x[1][i];
+        if( n_val == 0 )
+        {
+            y[0][i] = 1.0;
+        }
+        else if( n_val == 1 )
+        {
+            y[0][i] = 1.0 - xv;
+        }
+        else
+        {
+            fp_t l0 = 1.0;
+            fp_t l1 = 1.0 - xv;
+            for( uint_t k = 2; k <= n_val; ++k )
+            {
+                fp_t l2 = ((2.0 * (fp_t)k - 1.0 - xv) * l1 - (fp_t)(k - 1) * l0) / (fp_t)k;
+                l0 = l1;
+                l1 = l2;
+            }
+            y[0][i] = l1;
+        }
+    }
+	return 0;
+}
+