1 files changed, 56 insertions, 0 deletions
diff --git a/lib/linear_weighted_ma.c b/lib/linear_weighted_ma.c
new file mode 100644
index 0000000..70f660e
--- /dev/null
+++ b/lib/linear_weighted_ma.c
@@ -0,0 +1,56 @@
+// Linear Weighted Ma
+//
+// linear_weighted_ma
+//
+// Linear Weighted Moving Average
+//
+// LWMA = Σ(i*x_i) / Σ(i)
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_linear_weighted_ma_params_t;
+
+ts_parameter_t const ts_linear_weighted_ma_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_linear_weighted_ma_params_t) };
+
+uint_t ts_linear_weighted_ma_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_linear_weighted_ma_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_linear_weighted_ma(
+	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_linear_weighted_ma_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_linear_weighted_ma_params_t *)c)->k;
+    if (k == 0 || n < k) return -1;
+
+    fp_t w_sum = 0;
+    for( uint_t j = 1; j <= k; ++j )
+    {
+        w_sum += (fp_t)j;
+    }
+
+    for( uint_t i = k - 1; i < n; ++i )
+    {
+        fp_t sum = 0;
+        for( uint_t j = 0; j < k; ++j )
+        {
+            sum += (fp_t)(j + 1) * x[0][i - k + 1 + j];
+        }
+        y[0][i] = sum / w_sum;
+    }
+	return 0;
+}
+