1 files changed, 48 insertions, 0 deletions
diff --git a/lib/ema_variable.c b/lib/ema_variable.c
new file mode 100644
index 0000000..c20fee2
--- /dev/null
+++ b/lib/ema_variable.c
@@ -0,0 +1,48 @@
+// Variable EMA
+//
+// ema_variable - EMA
+//
+// EMA with alpha = 2/(k+1): y = prev + alpha * (x - prev)
+//
+// Inputs:    1
+// Outputs:   1 (EMA)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    fp_t k;
+} ts_ema_variable_params_t;
+
+ts_parameter_t const ts_ema_variable_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ema_variable_params_t) };
+
+uint_t ts_ema_variable_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_ema_variable(
+	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_ema_variable_p );
+	if ( !c ) return -1;
+    fp_t k = ((ts_ema_variable_params_t *)c)->k;
+    if (k <= 0) return -1;
+    if (n == 0) return -1;
+
+    fp_t alpha = 2.0 / (k + 1.0);
+    y[0][0] = x[0][0];
+
+    for (uint_t i = 1; i < n; ++i)
+    {
+        y[0][i] = y[0][i - 1] + alpha * (x[0][i] - y[0][i - 1]);
+    }
+	return 0;
+}
+
+