1 files changed, 57 insertions, 0 deletions
diff --git a/lib/std_error.c b/lib/std_error.c
new file mode 100644
index 0000000..f55d34e
--- /dev/null
+++ b/lib/std_error.c
@@ -0,0 +1,57 @@
+// Std Error
+//
+// std_error
+//
+// Standard Error
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_std_error_params_t;
+
+ts_parameter_t const ts_std_error_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_std_error_params_t) };
+
+uint_t ts_std_error_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_std_error_params_t *)c)->k > 0 ? ((ts_std_error_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_std_error(
+	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_std_error_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_std_error_params_t *)c)->k;
+	if ( k == 0 ) return -1;
+
+	for( uint_t i = k - 1; i < n; ++i )
+	{
+		fp_t sum = 0;
+		for( uint_t j = 0; j < k; ++j )
+			sum += x[0][i - k + 1 + j];
+
+		fp_t mean = sum / k;
+
+		fp_t sum_sq = 0;
+		for( uint_t j = 0; j < k; ++j )
+			sum_sq += _ts_square( x[0][i - k + 1 + j] );
+
+		fp_t variance = sum_sq / k - _ts_square( mean );
+		y[0][i] = variance >= 0 ? sqrt( variance ) / sqrt( (fp_t)k ) : 0;
+	}
+	return 0;
+}
+