// Std Error // // std_error // // Standard Error // // // // Inputs: 1 // Outputs: 1 // Constants: 1 #include #include "ts.h" typedef struct { uint_t k; } ts_std_error_params_t; ts_parameter_t const ts_std_error_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_std_error_params_t) }; uint_t ts_std_error_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_std_error_params_t *)c)->k > 0 ? ((ts_std_error_params_t *)c)->k - 1 : 0 : 0 ); } int ts_std_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_std_error_p ); if ( !c ) return -1; uint_t k = ((ts_std_error_params_t *)c)->k; if ( k == 0 ) return -1; for( uint_t i = k - 1; i < n; ++i ) { fp_t sum = 0; for( uint_t j = 0; j < k; ++j ) sum += x[0][i - k + 1 + j]; fp_t mean = sum / k; fp_t sum_sq = 0; for( uint_t j = 0; j < k; ++j ) sum_sq += _ts_square( x[0][i - k + 1 + j] ); fp_t variance = sum_sq / k - _ts_square( mean ); y[0][i] = variance >= 0 ? sqrt( variance ) / sqrt( (fp_t)k ) : 0; } return 0; }