1 files changed, 52 insertions, 0 deletions
diff --git a/lib/wilders_smoothing.c b/lib/wilders_smoothing.c
new file mode 100644
index 0000000..7aca8ad
--- /dev/null
+++ b/lib/wilders_smoothing.c
@@ -0,0 +1,52 @@
+// Wilders Smoothing
+//
+// wilders_smoothing
+//
+// Wilder's Smoothing
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    fp_t k;
+} ts_wilders_smoothing_params_t;
+
+ts_parameter_t const ts_wilders_smoothing_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_wilders_smoothing_params_t) };
+
+uint_t ts_wilders_smoothing_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_wilders_smoothing(
+	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_wilders_smoothing_p );
+	if ( !c ) return -1;
+	if (n == 0) return -1;
+
+    fp_t k = ((ts_wilders_smoothing_params_t *)c)->k;
+	if (k == 0) return -1;
+    fp_t a = 1.0 / k;
+
+    y[0][0] = x[0][0];
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        y[0][i] = y[0][i - 1] + a * ( x[0][i] - y[0][i - 1] );
+    }
+
+	return 0;
+}
+
+