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New Post: RunningStatistics: Is there a way to track only a window of the last 5 samples?

RunningStatistics: Is there a way to track only a window of the last 5 samples?

MathNet.Numerics.Statistics has only Push() method, there is no Pop() method.

Let's say my window size is set to 5, and I've already sampled 5 values using Push(), I would want at that point that when I sample the next (sixth) value, it would remove the first value.

Because there is no method for removing a sample from the sampled values in a running/accumulating standard deviation, I am not able to track only the last window of the whole sampled values.

that way I could use my own logic for a fixed-sized queue and would be able to keep tracking the mean, variance and std. deviation without recalculating the whole last window of samples every time I sample a new value.

If there is no "Pop" method (to remove the first value), then is there already a feature like WindowedStandardDeviation when using RunningStatistics that I'm missing?

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