diff options
| author | Ethan Werner <mail@ethanwerner.com> | 2026-08-09 15:02:21 +0400 |
|---|---|---|
| committer | Ethan Werner <mail@ethanwerner.com> | 2026-08-09 15:02:21 +0400 |
| commit | 3d92926a902017e7cf1f5738e99ff62da596ce12 (patch) | |
| tree | 2b55422c26a48759d56fa91f06df24449e9dfa88 /lib/annualized_historical_volatility.c | |
| parent | 07e18043145f3d91c8ea7ec3ad41b3c905585277 (diff) | |
Diffstat (limited to 'lib/annualized_historical_volatility.c')
| -rw-r--r-- | lib/annualized_historical_volatility.c | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/lib/annualized_historical_volatility.c b/lib/annualized_historical_volatility.c index c0c88cf..27ed0f0 100644 --- a/lib/annualized_historical_volatility.c +++ b/lib/annualized_historical_volatility.c @@ -20,7 +20,7 @@ ts_parameter_t const ts_annualized_historical_volatility_p = { .n_inputs = 1, .n uint_t ts_annualized_historical_volatility_offset( ts_constant_t const *c ) { ( void )c; - return ( c ? ((ts_annualized_historical_volatility_params_t *)c)->k : 0 ); + return ( c ? ((ts_annualized_historical_volatility_params_t const *)c)->k : 0 ); } int ts_annualized_historical_volatility( @@ -31,9 +31,13 @@ int ts_annualized_historical_volatility( { TS_PROLOGUE( ts_annualized_historical_volatility_p ); if ( !c ) return -1; - uint_t k = ((ts_annualized_historical_volatility_params_t *)c)->k; + TS_CHECK_INPUT(x, x_n, n); + uint_t k = ((ts_annualized_historical_volatility_params_t const *)c)->k; if (k == 0 || n <= k) return -1; + for ( uint_t i = 0; i < k; ++i ) + y[0][i] = NAN; + /* Compute log returns, then stddev, then annualize */ for (uint_t i = k; i < n; ++i) { |