// Momentum // // momentum // // Momentum // // C[t] - C[t-k] // // Inputs: 1 // Outputs: 1 // Constants: 1 #include "ts.h" typedef struct { uint_t k; } ts_momentum_params_t; ts_parameter_t const ts_momentum_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_momentum_params_t) }; uint_t ts_momentum_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_momentum_params_t *)c)->k : 0 ); } int ts_momentum( 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_momentum_p ); if ( !c ) return -1; TS_CHECK_INPUT(x, x_n, n); uint_t k = ((ts_momentum_params_t *)c)->k; for( uint_t i = k; i < n; ++i ) { y[0][i] = x[0][i] - x[0][i - k]; } return 0; }