blob: fd1c0377b7af84b40f0d436e10cd1b87152d5d8c (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
|
// Triangular Moving Average
//
// average_triangle - tma
//
// A moving average of moving averages
//
// y[i] =
//
// Inputs: 1
// Outputs: 1
// Constants: 1
//
// 012345678901234567890123456789
// ---------01234567890123456
// ------------------0
#include <stdlib.h>
#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 const *)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 const *)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;
}
|