From 1baaee0fd50a3e071fbb35f2417aec959dd3049f Mon Sep 17 00:00:00 2001
From: Christoph Ruegg <git@cdrnet.ch>
Date: Sat, 25 Apr 2015 22:19:44 +0200
Subject: [PATCH] Statistics: MovingAverage

---
 src/Numerics/Statistics/Statistics.cs | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/src/Numerics/Statistics/Statistics.cs b/src/Numerics/Statistics/Statistics.cs
index 3fe30641..9a92fafe 100644
--- a/src/Numerics/Statistics/Statistics.cs
+++ b/src/Numerics/Statistics/Statistics.cs
@@ -931,5 +931,21 @@ namespace MathNet.Numerics.Statistics
         {
             return StreamingStatistics.Entropy(data.Where(d => d.HasValue).Select(d => d.Value));
         }
+
+        /// <summary>
+        /// Evaluates the sample mean over a moving window, for each samples.
+        /// Returns NaN if no data is empty or if any entry is NaN.
+        /// </summary>
+        /// <param name="samples">The sample stream to calculate the mean of.</param>
+        /// <param name="windowSize">The number of last samples to consider.</param>
+        public static IEnumerable<double> MovingAverage(this IEnumerable<double> samples, int windowSize)
+        {
+            var movingStatistics = new MovingStatistics(windowSize);
+            return samples.Select(sample =>
+            {
+                movingStatistics.Push(sample);
+                return movingStatistics.Mean;
+            });
+        }
     }
 }