lib/minmax.c


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// Minmax
//
// minmax
//
// Min and Max over rolling window
//
// min(x[t-k+1..t]), max(x[t-k+1..t])
//
// Inputs:    1
// Outputs:   2
// Constants: 1


#include "ts.h"

typedef struct {
    uint_t k;
} ts_minmax_params_t;

ts_parameter_t const ts_minmax_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_minmax_params_t) };

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

int ts_minmax(
	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_minmax_p );
	if ( !c ) return -1;
    uint_t k = ((ts_minmax_params_t const *)c)->k;
    if (k == 0 || n < k) return -1;

    for( uint_t i = k - 1; i < n; ++i )
    {
        fp_t min_val = x[0][i - k + 1];
        fp_t max_val = x[0][i - k + 1];
        for( uint_t j = i - k + 2; j <= i; ++j )
        {
            if( x[0][j] < min_val ) min_val = x[0][j];
            if( x[0][j] > max_val ) max_val = x[0][j];
        }
        y[0][i] = min_val;
        y[1][i] = max_val;
    }
	return 0;
}