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?
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?