diff options
Diffstat (limited to 'lib/momentum.c')
| -rw-r--r-- | lib/momentum.c | 46 |
1 files changed, 46 insertions, 0 deletions
diff --git a/lib/momentum.c b/lib/momentum.c new file mode 100644 index 0000000..f0d89fd --- /dev/null +++ b/lib/momentum.c @@ -0,0 +1,46 @@ +// Momentum +// +// momentum +// +// Momentum +// +// C[t] - C[t-k] +// +// Inputs: 1 +// Outputs: 1 +// Constants: 1 + + +#include "ts.h" + +typedef struct { + uint_t k; +} ts_momentum_params_t; + +ts_parameter_t const ts_momentum_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_momentum_params_t) }; + +uint_t ts_momentum_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( c ? ((ts_momentum_params_t *)c)->k : 0 ); +} + +int ts_momentum( + 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_momentum_p ); + if ( !c ) return -1; + TS_CHECK_INPUT(x, x_n, n); + uint_t k = ((ts_momentum_params_t *)c)->k; + + for( uint_t i = k; i < n; ++i ) + { + y[0][i] = x[0][i] - x[0][i - k]; + } + + return 0; +} + |