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// Momentum
//
// momentum
//
// Momentum
//
// C[t] - C[t-k]
//
// Inputs: 1
// Outputs: 1
// Constants: 1
#include "ts.h"
typedef struct {
uint_t k;
} ts_momentum_params_t;
ts_parameter_t const ts_momentum_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_momentum_params_t) };
uint_t ts_momentum_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_momentum_params_t *)c)->k : 0 );
}
int ts_momentum(
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_momentum_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_momentum_params_t *)c)->k;
for( uint_t i = k; i < n; ++i )
{
y[0][i] = x[0][i] - x[0][i - k];
}
return 0;
}
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