C implementation of the SFO function

Only pays off for large time series with length >> 100

1 files changed, 25 insertions, 0 deletions

diff --git a/src/parent_solutions.c b/src/parent_solutions.c
new file mode 100644
index 00000000..4881d708
--- /dev/null
+++ b/src/parent_solutions.c
@@ -0,0 +1,25 @@
+#include <R.h>
+#include <Rinternals.h>
+
+SEXP SFO_solution(SEXP t, SEXP parent_0_, SEXP k_) {
+
+  int n = length(t);
+
+  double parent_0 = asReal(parent_0_);
+  double k = asReal(k_);
+
+  double *pt, *pout;
+
+  SEXP out = PROTECT(allocVector(REALSXP, n));
+
+  pt = REAL(t);
+  pout = REAL(out);
+
+  for (int i = 0; i < n; i++) {
+    pout[i] = parent_0 * exp(- k * pt[i]);
+  }
+
+  UNPROTECT(1);
+
+  return out;
+}