@cuda, thanks for your reply. according to this page - http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Na.C3.AFve_algorithm re-calculating is called the "Naïve algorithm".
and this method - http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Computing_shifted_data should be pretty accurate.
the difference between this approach (Computing shifted data) and regular calculation of std. dev (Naïve algorithm) results should be around 0.000000000001.
the only thing need to be added to the library is the Pop() method (or Remove()) so we could use it like a queue for calculating the desired window
and this method - http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Computing_shifted_data should be pretty accurate.
the difference between this approach (Computing shifted data) and regular calculation of std. dev (Naïve algorithm) results should be around 0.000000000001.
the only thing need to be added to the library is the Pop() method (or Remove()) so we could use it like a queue for calculating the desired window