1 files changed, 66 insertions, 0 deletions
diff --git a/lib/lowest_low.c b/lib/lowest_low.c
new file mode 100644
index 0000000..d8ac284
--- /dev/null
+++ b/lib/lowest_low.c
@@ -0,0 +1,66 @@
+// Lowest Low
+//
+// lowest_low
+//
+// Lowest low over rolling window
+//
+// LL = min(L[t-k+1..t])
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 1
+
+
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_lowest_low_params_t;
+
+ts_parameter_t const ts_lowest_low_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_lowest_low_params_t) };
+
+uint_t ts_lowest_low_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_lowest_low_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_lowest_low(
+	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_lowest_low_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_lowest_low_params_t *)c)->k;
+	if (k == 0 || n < k) return -1;
+
+	fp_t min_val = ts_l( x, 0 );
+	for( uint_t j = 1; j < k; ++j )
+	{
+		fp_t val = ts_l( x, j );
+		if( val < min_val )
+			min_val = val;
+	}
+	y[0][k - 1] = min_val;
+
+	for( uint_t i = k; i < n; ++i )
+	{
+		fp_t new_val = ts_l( x, i );
+		fp_t old_val = ts_l( x, i - k );
+		if ( new_val < min_val ) min_val = new_val;
+		if ( old_val == min_val )
+		{
+			min_val = ts_l( x, i - k + 1 );
+			for( uint_t j = i - k + 2; j <= i; ++j )
+			{
+				fp_t val = ts_l( x, j );
+				if( val < min_val ) min_val = val;
+			}
+		}
+		y[0][i] = min_val;
+	}
+	return 0;
+}
+