// Moving Linear Regression R2
//
// moving_linear_regression_r2
//
// Moving Linear Regression R²
//
// Rolling coefficient of determination
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include <math.h>
#include "ts.h"

typedef struct {
    uint_t k;
} ts_moving_linear_regression_r2_params_t;

ts_parameter_t const ts_moving_linear_regression_r2_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_moving_linear_regression_r2_params_t) };

uint_t ts_moving_linear_regression_r2_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_moving_linear_regression_r2_params_t *)c)->k - 1 : 0 );
}

int ts_moving_linear_regression_r2(
	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_moving_linear_regression_r2_p );
	if ( !c ) return -1;
    uint_t k = ((ts_moving_linear_regression_r2_params_t *)c)->k;
    if (k == 0 || n < k) return -1;

    fp_t sum_x = 0, sum_x2 = 0;
    for ( uint_t j = 0; j < k; ++j )
    {
        fp_t xv = (fp_t)j;
        sum_x += xv;
        sum_x2 += xv * xv;
    }
    fp_t fk = (fp_t)k;
    fp_t denom_x = fk * sum_x2 - sum_x * sum_x;

    fp_t sum_y = 0, sum_xy = 0, sum_y2 = 0;
    for ( uint_t j = 0; j < k; ++j )
    {
        fp_t yv = x[0][j];
        sum_y += yv;
        sum_xy += (fp_t)j * yv;
        sum_y2 += yv * yv;
    }
    fp_t denom_y = fk * sum_y2 - sum_y * sum_y;
    fp_t num = fk * sum_xy - sum_x * sum_y;
    if (denom_x == 0 || denom_y == 0) {
        y[0][k - 1] = 0;
    } else {
        fp_t prod = denom_x * denom_y;
        fp_t r = prod > 0 ? num / sqrt(prod) : 0;
        y[0][k - 1] = r * r;
    }

    for ( uint_t i = k; i < n; ++i )
    {
        fp_t y_new = x[0][i];
        fp_t y_old = x[0][i - k];
        fp_t sum_y_old = sum_y;
        sum_y = sum_y - y_old + y_new;
        sum_xy = sum_xy - sum_y_old + y_old + (fk - 1) * y_new;
        sum_y2 = sum_y2 - y_old * y_old + y_new * y_new;
        denom_y = fk * sum_y2 - sum_y * sum_y;
        num = fk * sum_xy - sum_x * sum_y;
        if (denom_x == 0 || denom_y == 0) {
            y[0][i] = 0;
        } else {
            fp_t prod = denom_x * denom_y;
            fp_t r = prod > 0 ? num / sqrt(prod) : 0;
            y[0][i] = r * r;
        }
    }
	return 0;
}