From 07e18043145f3d91c8ea7ec3ad41b3c905585277 Mon Sep 17 00:00:00 2001 From: Ethan Werner Date: Wed, 1 Jul 2026 09:42:39 +0400 Subject: initial commit: ts time series analysis library v0.1.0 - 354 financial and mathematical time-series indicators - Uniform C11 API with consistent function signatures - 349 passing tests with -Werror - Static and shared library builds - pkg-config integration - Python bindings - Fuzzing and sanitizer support - Security hardening flags --- lib/legendre.c | 64 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 64 insertions(+) create mode 100644 lib/legendre.c (limited to 'lib/legendre.c') diff --git a/lib/legendre.c b/lib/legendre.c new file mode 100644 index 0000000..6ba4644 --- /dev/null +++ b/lib/legendre.c @@ -0,0 +1,64 @@ +// Legendre +// +// legendre +// +// Legendre polynomial +// +// P_n(x) via recurrence relation +// +// Inputs: 2 +// Outputs: 1 +// Constants: 0 + + +#include +#include "ts.h" + + +ts_parameter_t const ts_legendre_p = { .n_inputs = 2, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_legendre_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_legendre( + 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_legendre_p ); + (void)c; + for( uint_t i = 0; i < n; ++i ) + { + fp_t xv = x[0][i]; + if (x[1][i] < 0) { y[0][i] = 0; continue; } + uint_t n_val = (uint_t)x[1][i]; + if( n_val == 0 ) + { + y[0][i] = 1.0; + } + else if( n_val == 1 ) + { + y[0][i] = xv; + } + else + { + fp_t p0 = 1.0; + fp_t p1 = xv; + for( uint_t k = 2; k <= n_val; ++k ) + { + fp_t p2 = ((2.0 * (fp_t)k - 1.0) * xv * p1 - (fp_t)(k - 1) * p0) / (fp_t)k; + p0 = p1; + p1 = p2; + } + y[0][i] = p1; + } + } + return 0; +} + + + -- cgit v1.3.1