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

@bdodson thanks for your reply, it is actually expensive if running this for each user, and window of 5 was just an example, it may be a window of 100.

moving standard deviation / rolling standard deviation / sliding window is well known term. I wish Math.Net will include this method in the library, also with tests so I won't need to implement on my own and leave it to the pros.

ref:
http://matlabtricks.com/post-20/calculate-standard-deviation-case-of-sliding-window

http://jonisalonen.com/2014/efficient-and-accurate-rolling-standard-deviation/