Cumulative (or expanding) and moving averages in C# Deedle

gistfile1.cs

// insert into the same Frame
f.AddColumn("Column_CMA", Stats.expandingMean(f.GetColumn<double>("Column")));
f.AddColumn("Column_MVA3", Stats.movingMean(3, f.GetColumn<double>("Column")));
f.AddColumn("Column_MVA7", Stats.movingMean(7, f.GetColumn<double>("Column")));

// or as extension method
public static void AddMovingAverage(this Frame<DateTime, string> source, string column, int length)
{
    if (length < 1)
    {
        throw new ArgumentException("length");
    }

    if (string.IsNullOrEmpty(column))
    {
        throw new ArgumentException("column");
    }

    source.AddColumn(
        string.Format("{0}_MVA{1}", column, length),
        Stats.movingMean(length, source.GetColumn<double>(column)));
}