ssa

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package movmean
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import (
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	"fmt"
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	"math"
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)
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func Movmean(data []float64, window int) ([]float64, error) {
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	if window <= 1 {
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		return nil, fmt.Errorf("length of slice must be greater than 1")
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	}
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	if window > len(data) {
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		return nil, fmt.Errorf("m cannot be greater than length of slice")
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	}
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	if window%2 == 0 {
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		window++
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	}
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	n := len(data)
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	M := make([]float64, n)
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	for i := 0; i < n; i++ {
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		sum := 0.0
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		count := 0
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		for j := i - window/2; j < i+window/2+1; j++ {
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			if j >= 0 && j < len(data) {
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				// fmt.Println(data[j])
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				sum += data[j]
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				count++
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			}
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		}
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		// fmt.Println(i, "<>", i-window/2, ":", i+window/2, "//", sum, float64(count))
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		// fmt.Println()
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		// for j := i - window + 1; j <= i; j++ {
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		// 	if j >= 0 && j < n {
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		// 		sum += data[j]
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		// 		count++
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		// 	}
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		// }
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		M[i] = sum / float64(count)
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	}
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	return M, nil
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}
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func MovMeanStd(ts []float64, m int) ([]float64, []float64, error) {
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	if m <= 1 {
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		return nil, nil, fmt.Errorf("length of slice must be greater than 1")
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	}
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	if m > len(ts) {
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		return nil, nil, fmt.Errorf("m cannot be greater than length of slice")
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	}
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	var i int
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	c := make([]float64, len(ts)+1)
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	csqr := make([]float64, len(ts)+1)
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	for i = 0; i < len(ts)+1; i++ {
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		if i == 0 {
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			c[i] = 0
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			csqr[i] = 0
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		} else {
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			c[i] = ts[i-1] + c[i-1]
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			csqr[i] = ts[i-1]*ts[i-1] + csqr[i-1]
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		}
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	}
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	mean := make([]float64, len(ts)-m+1)
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	std := make([]float64, len(ts)-m+1)
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	for i = 0; i < len(ts)-m+1; i++ {
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		mean[i] = (c[i+m] - c[i]) / float64(m)
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		std[i] = math.Sqrt((csqr[i+m]-csqr[i])/float64(m) - mean[i]*mean[i])
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	}
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	return mean, std, nil
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}
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