// Standard Error // // standard_error // // Standard Error of the Mean // // // // Inputs: 1 // Outputs: 1 // Constants: 1 #include #include "ts.h" typedef struct { uint_t k; } ts_standard_error_params_t; ts_parameter_t const ts_standard_error_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_standard_error_params_t) }; uint_t ts_standard_error_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_standard_error_params_t *)c)->k > 0 ? ((ts_standard_error_params_t *)c)->k - 1 : 0 : 0 ); } int ts_standard_error( 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_standard_error_p ); if ( !c ) return -1; uint_t k = ((ts_standard_error_params_t *)c)->k; if (k < 2) return -1; for( uint_t i = k - 1; i < n; ++i ) { fp_t sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0, sum_y2 = 0; for( uint_t j = 0; j < k; ++j ) { fp_t xv = (fp_t)j; fp_t yv = x[0][i - k + 1 + j]; sum_x += xv; sum_y += yv; sum_xy += xv * yv; sum_x2 += xv * xv; sum_y2 += yv * yv; } fp_t nk = (fp_t)k; fp_t denom = nk * sum_x2 - sum_x * sum_x; if( denom == 0 ) { y[0][i] = 0; } else { fp_t ss_res = sum_y2 - (sum_y * sum_y) / nk - ((nk * sum_xy - sum_x * sum_y) * (nk * sum_xy - sum_x * sum_y)) / (nk * denom); y[0][i] = ss_res > 0 ? sqrt( ss_res / (nk - 2) ) : 0; } } return 0; }