1 files changed, 85 insertions, 0 deletions
diff --git a/lib/decay_linear.c b/lib/decay_linear.c
new file mode 100644
index 0000000..8519d13
--- /dev/null
+++ b/lib/decay_linear.c
@@ -0,0 +1,85 @@
+// Linear Decay
+//
+// decay_linear -  decay
+//
+// Propogates the maximum values of a function into the future for at most k periods
+//
+// y_i = max( x_i, y_i-1 - k )
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+typedef struct {
+    uint_t k;
+} ts_decay_linear_params_t;
+
+ts_parameter_t const ts_decay_linear_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_decay_linear_params_t) };
+
+
+uint_t ts_decay_linear_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_decay_linear_params_t *)c)->k : 0 );
+}
+
+int ts_decay_linear(
+	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_decay_linear_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_decay_linear_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+    for (uint_t zi = 0; zi < k; ++zi) y[0][zi] = 0;
+
+    uint_t xi = 1;
+
+    fp_t prev = x[0][0];
+    fp_t r = prev / k;
+
+	for( ; xi < k; xi++ )
+	{
+	    prev -= r;
+
+	    if( x[0][xi] > prev )
+	    {
+	        prev = x[0][xi];
+	        r = x[0][xi] / k;
+	    }
+	    else
+	    {
+            prev = fmax( prev, 0 );
+        }
+	}
+
+	for( uint_t yi = k; xi < n; xi++, yi++ )
+	{
+	    fp_t curr = prev - r;
+
+	    if( x[0][xi] > curr )
+	    {
+	        curr = x[0][xi];
+	        r = x[0][xi] / k;
+	    }
+	    else
+	    {
+            curr = fmax( curr, 0 );
+        }
+
+        y[0][yi] = curr;
+        prev = curr;
+	}
+	return 0;
+}
+
+
+