From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001
From: Ethan Werner <mail@ethanwerner.com>
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/hermite.c | 64 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 64 insertions(+)
 create mode 100644 lib/hermite.c

(limited to 'lib/hermite.c')

diff --git a/lib/hermite.c b/lib/hermite.c
new file mode 100644
index 0000000..0418c6b
--- /dev/null
+++ b/lib/hermite.c
@@ -0,0 +1,64 @@
+// Hermite
+//
+// hermite
+//
+// Hermite polynomial
+//
+// H_n(x) via recurrence relation
+//
+// Inputs:    2
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_hermite_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_hermite_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_hermite(
+	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_hermite_p );
+	(void)c;
+    for( uint_t i = 0; i < n; ++i )
+    {
+        fp_t xv = x[0][i];
+        if (x[1][i] < 0 || x[1][i] > 10000) { y[0][i] = 0; continue; }
+        uint_t n_val = (uint_t)x[1][i];
+        if( n_val == 0 )
+        {
+            y[0][i] = 1.0;
+        }
+        else if( n_val == 1 )
+        {
+            y[0][i] = 2.0 * xv;
+        }
+        else
+        {
+            fp_t h0 = 1.0;
+            fp_t h1 = 2.0 * xv;
+            for( uint_t k = 2; k <= n_val; ++k )
+            {
+                fp_t h2 = 2.0 * xv * h1 - 2.0 * (fp_t)(k - 1) * h0;
+                h0 = h1;
+                h1 = h2;
+            }
+            y[0][i] = h1;
+        }
+    }
+	return 0;
+}
+
+
+
-- 
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