// Triangular Moving Average // // average_triangle - tma // // A moving average of moving averages // // y[i] = // // Inputs: 1 // Outputs: 1 // Constants: 1 // // 012345678901234567890123456789 // ---------01234567890123456 // ------------------0 #include #include "ts.h" typedef struct { uint_t k; } ts_average_triangle_params_t; ts_parameter_t const ts_average_triangle_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_triangle_params_t) }; uint_t ts_average_triangle_offset( ts_constant_t const *c ) { ( void )c; return ( c ? 2 * ( ((ts_average_triangle_params_t *)c)->k - 1 ) : 0 ); } int ts_average_triangle( 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_average_triangle_p ); if ( !c ) return -1; uint_t k = ((ts_average_triangle_params_t *)c)->k; if (k == 0 || n < k) return -1; fp_t rk2 = _ts_reciprocal( _ts_square( k ) ); uint_t xi = 0; uint_t yi = 2 * ( k - 1 ); fp_t *xsum = malloc(k * sizeof(fp_t)); if (!xsum) return -1; uint_t xsumi = 0; fp_t sum_of_xsum = 0; xsum[0] = 0; for (uint_t j = 0; j < n && j < 2 * (k - 1); ++j) y[0][j] = 0; fp_t last_sum = 0; for( ; xi < k; xi++ ) { xsum[xsumi] += x[0][xi]; last_sum = xsum[xsumi]; } sum_of_xsum = xsum[xsumi]; xsumi++; for( ; xi < 2 * k - 1; xi++ ) { xsum[xsumi] = xsum[xsumi - 1] + x[0][xi] - x[0][xi - k]; last_sum = xsum[xsumi]; sum_of_xsum += xsum[xsumi]; xsumi++; } y[0][yi++] = sum_of_xsum * rk2; for( ; xi < n; ++xi, ++yi ) { if( xsumi == k ) { xsumi = 0; sum_of_xsum -= xsum[xsumi]; xsum[xsumi] = last_sum + x[0][xi] - x[0][xi - k]; } else { sum_of_xsum -= xsum[xsumi]; xsum[xsumi] = last_sum + x[0][xi] - x[0][xi - k]; } last_sum = xsum[xsumi]; sum_of_xsum += xsum[xsumi]; y[0][yi] = sum_of_xsum * rk2; xsumi++; } free(xsum); return 0; }