1 files changed, 67 insertions, 0 deletions
diff --git a/lib/standard_error.c b/lib/standard_error.c
new file mode 100644
index 0000000..9b0ac3b
--- /dev/null
+++ b/lib/standard_error.c
@@ -0,0 +1,67 @@
+// Standard Error
+//
+// standard_error
+//
+// Standard Error of the Mean
+//
+// 
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_standard_error_params_t;
+
+ts_parameter_t const ts_standard_error_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_standard_error_params_t) };
+
+uint_t ts_standard_error_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_standard_error_params_t *)c)->k > 0 ? ((ts_standard_error_params_t *)c)->k - 1 : 0 : 0 );
+}
+
+int ts_standard_error(
+	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_standard_error_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_standard_error_params_t *)c)->k;
+    if (k < 2) return -1;
+
+    for( uint_t i = k - 1; i < n; ++i )
+    {
+        fp_t sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0, sum_y2 = 0;
+        for( uint_t j = 0; j < k; ++j )
+        {
+            fp_t xv = (fp_t)j;
+            fp_t yv = x[0][i - k + 1 + j];
+            sum_x += xv;
+            sum_y += yv;
+            sum_xy += xv * yv;
+            sum_x2 += xv * xv;
+            sum_y2 += yv * yv;
+        }
+        fp_t nk = (fp_t)k;
+        fp_t denom = nk * sum_x2 - sum_x * sum_x;
+        if( denom == 0 )
+        {
+            y[0][i] = 0;
+        }
+        else
+        {
+            fp_t ss_res = sum_y2 - (sum_y * sum_y) / nk - ((nk * sum_xy - sum_x * sum_y) * (nk * sum_xy - sum_x * sum_y)) / (nk * denom);
+            y[0][i] = ss_res > 0 ? sqrt( ss_res / (nk - 2) ) : 0;
+        }
+    }
+	return 0;
+}
+