1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
|
// Highest High
//
// highest_high
//
// Highest high over rolling window
//
// HH = max(H[t-k+1..t])
//
// Inputs: 5
// Outputs: 1
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_highest_high_params_t;
ts_parameter_t const ts_highest_high_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_highest_high_params_t) };
uint_t ts_highest_high_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_highest_high_params_t const *)c)->k > 0 ? ((ts_highest_high_params_t const *)c)->k - 1 : 0 : 0 );
}
int ts_highest_high(
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_highest_high_p );
if ( !c ) return -1;
uint_t k = ((ts_highest_high_params_t const *)c)->k;
if (k == 0 || n < k) return -1;
fp_t max_val = ts_h( x, 0 );
for( uint_t j = 1; j < k; ++j )
{
fp_t val = ts_h( x, j );
if( val > max_val )
max_val = val;
}
y[0][k - 1] = max_val;
for( uint_t i = k; i < n; ++i )
{
fp_t new_val = ts_h( x, i );
fp_t old_val = ts_h( x, i - k );
if ( new_val > max_val ) max_val = new_val;
if ( old_val == max_val )
{
max_val = ts_h( x, i - k + 1 );
for( uint_t j = i - k + 2; j <= i; ++j )
{
fp_t val = ts_h( x, j );
if( val > max_val ) max_val = val;
}
}
y[0][i] = max_val;
}
return 0;
}
|