#ifndef MOVINGSTDDEVTS_H
#define MOVINGSTDDEVTS_H

#include "MovingAverageTS.h"

/**
 * moving stadnard-deviation using a given time-region
 */
template <typename T> class MovingStdDevTS {

private:

	MovingAverageTS<double> avg;
	MovingAverageTS<double> avg2;


public:


	/** ctor with the window-size to use */
	MovingStdDevTS(const Timestamp window, const T zeroElement) : avg(window, zeroElement), avg2(window, zeroElement) {
		;
	}

	/** add a new entry */
	void add(const Timestamp ts, const T& data) {

		// E(x)
		avg.add(ts, data);

		// E(x^2)
		avg2.add(ts, data*data);

	}

	/** get the current std-dev */
	T get() const {

		const double e = avg.get();
		const double e2 = avg2.get();
		const double var = e2 - e*e;
		//if (var < 0) {return 0;}
		return std::sqrt(var);

	}


};

#endif // MOVINGSTDDEVTS_H