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/poisson_pdf.c | 48 ++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 48 insertions(+) create mode 100644 lib/poisson_pdf.c (limited to 'lib/poisson_pdf.c') diff --git a/lib/poisson_pdf.c b/lib/poisson_pdf.c new file mode 100644 index 0000000..e1e2d59 --- /dev/null +++ b/lib/poisson_pdf.c @@ -0,0 +1,48 @@ +// Poisson Pdf +// +// poisson_pdf +// +// Poisson probability density +// +// +// +// Inputs: 1 +// Outputs: 1 +// Constants: 1 + + +#include +#include "ts.h" + +typedef struct { + fp_t lambda; +} ts_poisson_pdf_params_t; + +ts_parameter_t const ts_poisson_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_poisson_pdf_params_t) }; + +uint_t ts_poisson_pdf_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_poisson_pdf( + 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_poisson_pdf_p ); + if ( !c ) return -1; + fp_t lambda = ((ts_poisson_pdf_params_t *)c)->lambda; + if (lambda < 0.0 || isnan(lambda) || isinf(lambda)) return -1; + for( uint_t i = 0; i < n; ++i ) + { + fp_t k_val = x[0][i]; + if( k_val < 0 ) { y[0][i] = 0; continue; } + uint_t k = (uint_t)k_val; + y[0][i] = pow( lambda, k ) * exp( -lambda ) / tgamma( k + 1.0 ); + } + return 0; +} + -- cgit v1.3.1