MovingNormalStatistics Class

[SerializableAttribute]
public class MovingNormalStatistics : IMovingStatistics, 
	IRunningStatistics, IRunning<double>, IMoving<double>, 
	IEnumerable

<SerializableAttribute>
Public Class MovingNormalStatistics
	Implements IMovingStatistics, IRunningStatistics, IRunning(Of Double), 
	IMoving(Of Double), IEnumerable

// Moving Normal Statistics can be used to keep track of the mean, variance and standard 
// deviation of the last N samples that have been fed to it. It is possible to feed one 
// value at a time, and the class will keep track of the mean and variance of the samples 
// without registering the samples themselves. 

// An example where this class can be useful is when trying to filter the (x,y) trajectories 
// of a movement tracker (i.e. to show the average point on the past 10 frames) and monitor 
// the quality of the tracking (i.e. if the variance becomes too high, tracking might have been lost).

// Fix seed for reproducible results
Accord.Math.Random.Generator.Seed = 0;

Random rnd = Accord.Math.Random.Generator.Random;

// Create a estimator that will keep the mean and standard deviation of the past 5 samples:
var normal = new MovingNormalStatistics(windowSize: 5);

// Read 50 samples
for (int i = 0; i < 50; i++)
    normal.Push(rnd.Next(1, 10));

// The properties of the 5 last samples are:
double sum = normal.Sum; // 21
double mean = normal.Mean; // 4.2
double stdDev = normal.StandardDeviation; // 2.4899799195977463
double var = normal.Variance; // 6.2