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

doh, there was a problem with my test. The accuracy isn't that bad.
first take is at: https://github.com/cuda/mathnet-numerics/tree/moving_stats . see the MovingStatistics class
supports: mean, variance, min, and max. need to add skewness and kurtosis

Lets move the discussion to github.