blob: e090debaacd8161b50ad46cb825826adae699b3e (
plain)
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
|
// Standard Error
//
// standard_error
//
// Standard Error of the Mean
//
//
//
// Inputs: 1
// Outputs: 1
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_standard_error_params_t;
ts_parameter_t const ts_standard_error_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_standard_error_params_t) };
uint_t ts_standard_error_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_standard_error_params_t const *)c)->k > 0 ? ((ts_standard_error_params_t const *)c)->k - 1 : 0 : 0 );
}
int ts_standard_error(
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_standard_error_p );
if ( !c ) return -1;
uint_t k = ((ts_standard_error_params_t const *)c)->k;
if (k < 2) return -1;
for( uint_t i = k - 1; i < n; ++i )
{
fp_t sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0, sum_y2 = 0;
for( uint_t j = 0; j < k; ++j )
{
fp_t xv = (fp_t)j;
fp_t yv = x[0][i - k + 1 + j];
sum_x += xv;
sum_y += yv;
sum_xy += xv * yv;
sum_x2 += xv * xv;
sum_y2 += yv * yv;
}
fp_t nk = (fp_t)k;
fp_t denom = nk * sum_x2 - sum_x * sum_x;
if( denom == 0 )
{
y[0][i] = 0;
}
else
{
fp_t ss_res = sum_y2 - (sum_y * sum_y) / nk - ((nk * sum_xy - sum_x * sum_y) * (nk * sum_xy - sum_x * sum_y)) / (nk * denom);
y[0][i] = ss_res > 0 ? sqrt( ss_res / (nk - 2) ) : 0;
}
}
return 0;
}
|