From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: 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 --- lib/cauchy_cdf.c | 40 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 40 insertions(+) create mode 100644 lib/cauchy_cdf.c (limited to 'lib/cauchy_cdf.c') diff --git a/lib/cauchy_cdf.c b/lib/cauchy_cdf.c new file mode 100644 index 0000000..dadaaf3 --- /dev/null +++ b/lib/cauchy_cdf.c @@ -0,0 +1,40 @@ +// Cauchy CDF +// +// cauchy_cdf - Cauchy cumulative distribution +// +// F(x) = 0.5 + atan(x) / PI +// +// Inputs: 1 +// Outputs: 1 (CDF value) +// Constants: 0 + +#include +#include "ts.h" + + +ts_parameter_t const ts_cauchy_cdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_cauchy_cdf_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_cauchy_cdf( + 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_cauchy_cdf_p ); + (void)c; + /* CDF = 0.5 + atan(x) / PI */ + for (uint_t i = 0; i < n; ++i) + { + y[0][i] = 0.5 + atan(x[0][i]) / PI; + } + return 0; +} + + + -- cgit v1.3.1