initial commit: ts time series analysis library v0.1.0

- 354 financial and mathematical time-series indicators
- Uniform C11 API with consistent function signatures
- 349 passing tests with -Werror
- Static and shared library builds
- pkg-config integration
- Python bindings
- Fuzzing and sanitizer support
- Security hardening flags

1 files changed, 49 insertions, 0 deletions

diff --git a/lib/smootherstep.c b/lib/smootherstep.c
new file mode 100644
index 0000000..3053bcf
--- /dev/null
+++ b/lib/smootherstep.c
@@ -0,0 +1,49 @@
+// Smootherstep
+//
+// smootherstep - Smootherstep interpolation
+//
+// y[t] = x[t] <= 0 ? 0 : x[t] >= 1 ? 1 : 6*x[t]^5 - 15*x[t]^4 + 10*x[t]^3
+//
+// X_n - 1
+// Y_n - 1
+// C_n - 0
+
+
+#include "ts.h"
+
+
+
+ts_parameter_t const ts_smootherstep_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+
+uint_t ts_smootherstep_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_smootherstep(
+	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_smootherstep_p );
+	(void)c;
+	for( uint_t i = 0; i < n; ++i )
+	{
+		fp_t xi = x[0][i];
+		if ( xi <= 0 )
+			y[0][i] = 0;
+		else if ( xi >= 1 )
+			y[0][i] = 1;
+		else
+		{
+			fp_t x2 = xi * xi;
+			fp_t x3 = x2 * xi;
+			y[0][i] = 6 * x3 * x2 - 15 * x2 * x2 + 10 * x3;
+		}
+	}
+	return 0;
+}
+