1 files changed, 54 insertions, 0 deletions
diff --git a/lib/lag.c b/lib/lag.c
new file mode 100644
index 0000000..1e3f657
--- /dev/null
+++ b/lib/lag.c
@@ -0,0 +1,54 @@
+// Lag
+//
+// lag -  lag
+//
+// DESCRIPTION
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 2
+
+
+#include <math.h>
+#include "ts.h"
+
+
+typedef struct {
+    uint_t k;
+    fp_t insert;
+} ts_lag_params_t;
+
+ts_parameter_t const ts_lag_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_lag_params_t) };
+
+
+uint_t ts_lag_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_lag_params_t *)c)->k : 0 );
+}
+
+int ts_lag(
+	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_lag_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_lag_params_t *)c)->k;
+	if (k == 0) return -1;
+
+	fp_t insert = ((ts_lag_params_t *)c)->insert;
+
+	if (n <= k) return -1;
+
+	for (uint_t i = 0; i < k; ++i)
+		y[0][i] = insert;
+
+	for (uint_t i = k; i < n; ++i)
+		y[0][i] = x[0][i - k];
+	return 0;
+}
+
+
+