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// Average Weighted Series
//
// average_weighted_series - aws
//
// SMA of the product of two series: SMA(x0 * x1, k)
//
// Inputs: 1
// Outputs: 1
// Constants: 1 (period)
#include <math.h>
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_average_weighted_series_params_t;
ts_parameter_t const ts_average_weighted_series_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_weighted_series_params_t) };
uint_t ts_average_weighted_series_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_average_weighted_series_params_t *)c)->k - 1 : 0 );
}
int ts_average_weighted_series(
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_weighted_series_p );
if ( !c ) return -1;
uint_t k = ((ts_average_weighted_series_params_t *)c)->k;
if (k == 0 || n < k) return -1;
uint_t xi = 0;
uint_t yi = k;
fp_t *b = malloc(k * sizeof(fp_t));
if (!b) return -1;
uint_t bi = 0;
fp_t sum = 0;
while( xi < k )
{
b[bi] = x[0][xi] * x[1][xi];
sum += b[bi];
++xi;
bi = _ts_circle_increment( bi, k );
}
y[0][k - 1] = sum / k;
uint_t tmp;
while( xi < n )
{
tmp = b[bi];
b[bi] = x[0][xi] * x[1][xi];
y[0][yi] = y[0][yi - 1] + ( b[bi] - tmp ) / k;
++xi;
++yi;
bi = _ts_circle_increment( bi, k );
}
free(b);
return 0;
}
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