1 files changed, 47 insertions, 0 deletions
diff --git a/lib/average_cumulative.c b/lib/average_cumulative.c
new file mode 100644
index 0000000..905ccfe
--- /dev/null
+++ b/lib/average_cumulative.c
@@ -0,0 +1,47 @@
+// Cumulative Moving Average
+//
+// average_cumulative - cma
+//
+// Average of all data to the current point
+//
+//   y[t] = ( 1 / k ) * SUM[ t = 1, k ]( x[t] )
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+
+ts_parameter_t const ts_average_cumulative_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+
+uint_t ts_average_cumulative_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_average_cumulative(
+	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_cumulative_p );
+	(void)c;
+	fp_t sum = 0;
+
+	for( uint_t i = 0; i < n; ++i )
+	{
+		sum += x[0][i];
+		y[0][i] = sum / ( i + 1 );
+	}
+	return 0;
+}
+
+
+