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, 16 insertions, 0 deletions

diff --git a/test/correlation_coefficient.c b/test/correlation_coefficient.c
new file mode 100644
index 0000000..f1054d0
--- /dev/null
+++ b/test/correlation_coefficient.c
@@ -0,0 +1,16 @@
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_correlation_coefficient( void )
+{
+    fp_t const x0[] = { 1, 2, 3, 4, 5, 6, 7 };
+    fp_t const x1[] = { 2, 4, 6, 8, 10, 12, 14 };
+    fp_t const e0[] = { 1, 1, 1, 1, 1 };
+
+    fp_t const * const x[] = { x0, x1 };
+    fp_t const * const e[1] = { e0 };
+
+    uint_t k = 3;
+
+    return ts_test(ts_correlation_coefficient, ts_correlation_coefficient_offset, x, e, sizeof( x0 ) / sizeof( *x0 ), (ts_constant_t *)&k, &ts_correlation_coefficient_p);
+}