From 5a986f2064cf0b2fbd94e636cc4fa56d9939ca42 Mon Sep 17 00:00:00 2001
From: Johannes Ranke <jranke@uni-bremen.de>
Date: Tue, 3 Nov 2020 05:08:25 +0100
Subject: C implementation of the SFO function

Only pays off for large time series with length >> 100
---
 src/parent_solutions.c | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)
 create mode 100644 src/parent_solutions.c

(limited to 'src/parent_solutions.c')

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;
+}
-- 
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