lib/std_error.c


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

// Std Error
//
// std_error
//
// Standard Error
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


#include <math.h>
#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;
}