test/hurst_exponent.c


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

bool ts_test_hurst_exponent( void )
{
	uint_t const c[] = { 5 };
	fp_t const x0[] = { 1,2,3,4,5,6,7,8,9,10 };
	fp_t e0[10];
	int ret = ts_hurst_exponent((fp_t*[]){e0}, 1, (fp_t const *[]){x0}, 1, 10, (ts_constant_t *)&c);
	if ( ret != 0 )
		return false;

	/* Verify output is finite (no NaN/Inf for valid input) */
	for ( uint_t i = 0; i < 10; ++i )
	{
		fp_t v = e0[i];
		if ( v != v ) return false;
		if ( v == (fp_t)INFINITY || v == (fp_t)-INFINITY ) return false;
	}

	return true;
}