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/digamma.c | 72 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 72 insertions(+) create mode 100644 lib/digamma.c (limited to 'lib/digamma.c') diff --git a/lib/digamma.c b/lib/digamma.c new file mode 100644 index 0000000..267fefc --- /dev/null +++ b/lib/digamma.c @@ -0,0 +1,72 @@ +// Digamma Function +// +// digamma - ψ(z) +// +// Logarithmic derivative of the gamma function: ψ(z) = Γ'(z) / Γ(z) +// +// Inputs: 1 +// Outputs: 1 +// Constants: 0 + +#include +#include "ts.h" + +static fp_t digamma_impl( fp_t z ) +{ + if (z > 7.0) + { + fp_t sum = log(z) - 1.0 / (2.0 * z) - 1.0 / (12.0 * z * z); + return sum; + } + + fp_t sum = 0.0; + if (z > 0.0 && z < 7.0) + { + fp_t tmp = z; + while (tmp < 7.0) + { + sum -= 1.0 / tmp; + tmp += 1.0; + } + return sum + digamma_impl(tmp); + } + else if (z == 0.0) + { + return -INFINITY; + } + else if (z < 0.0) + { + fp_t n = floor(z); + fp_t frac = z - n; + return digamma_impl(1.0 - frac) - PI / tan(PI * frac); + } + + return digamma_impl(z + 1.0) - 1.0 / z; +} + + +ts_parameter_t const ts_digamma_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_digamma_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_digamma( + 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_digamma_p ); + (void)c; + for( uint_t i = 0; i < n; ++i ) + { + y[0][i] = digamma_impl( x[0][i] ); + } + return 0; +} + + + -- cgit v1.3.1