// Moving Standard Deviation
//
// standard_deviation - sd
//
// Inputs:    1
// Outputs:   1
// Constants: 0

#include <math.h>
#include "ts.h"


typedef struct {
    uint_t k;
} ts_deviation_standard_params_t;

ts_parameter_t const ts_deviation_standard_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_deviation_standard_params_t) };


uint_t ts_deviation_standard_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_deviation_standard_params_t *)c)->k > 0 ? ((ts_deviation_standard_params_t *)c)->k - 1 : 0 : 0 );
}

int ts_deviation_standard(
	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_deviation_standard_p );
	if ( !c ) return -1;
	TS_CHECK_INPUT(x, x_n, n);
	uint_t k = ((ts_deviation_standard_params_t *)c)->k;
	if (k == 0 || n < k) return -1;

	uint_t xi = 0;
	uint_t yi = k;

	fp_t mean = 0;     // Mean
	fp_t mean2 = 0;    // Mean of squares

	for( ; xi < k; ++xi )
	{
		mean += x[0][xi];
		mean2 += _ts_square( x[0][xi] );
	}

    mean /= k;
	mean2 /= k;

    fp_t variance = mean2 - _ts_square( mean );
    y[0][k - 1] = variance >= 0 ? sqrt( variance ) : 0;

    fp_t rk = _ts_reciprocal( k );

	for( ; xi < n; ++xi, ++yi )
	{
		mean = mean + ( x[0][xi] - x[0][xi - k] ) * rk;
		mean2 = mean2 + ( _ts_square( x[0][xi] ) - _ts_square( x[0][xi - k] ) ) * rk;

		variance = mean2 - _ts_square( mean );
		y[0][yi] = variance >= 0 ? sqrt( variance ) : 0;
	}
	return 0;
}