example.cpp

#include <stdio.h>
#include <stdlib.h>
#include <math.h>

struct Array {
	int len;
	double* values;
};

static inline void add_var(double val, double *nobs, double *mean_x, double *ssqdm_x) {
	double delta;
	int check;
	check = ((val == val) != 0);
	if (check) {
		nobs[0] = nobs[0] + 1;
		delta = val - mean_x[0];
		mean_x[0] = mean_x[0] + delta / nobs[0];
		ssqdm_x[0] = ssqdm_x[0] + ((nobs[0] - 1) * pow(delta, 2)) / nobs[0];
	}
}

static inline double calc_var(int minp, int ddof, double nobs, double ssqdm_x) {
	double result;
	if ((nobs >= minp) && (nobs > ddof)) {
		if (nobs == 1) {
			result = 0;
		}
		else {
			result = ssqdm_x / (nobs - (double)ddof);
		}
	}
	return result;
}

Array roll_var(Array input) {
	double mean_x = 0, ssqdm_x = 0, nobs = 0;
	int ddof = 1, minp = 1;
	Array output;
	output.len = input.len;
	output.values = (double*)malloc(sizeof(double) * output.len);

	for (int i = 0; i < input.len; ++i) {
		add_var(input.values[i], &nobs, &mean_x, &ssqdm_x);
		output.values[i] = calc_var(minp, ddof, nobs, ssqdm_x);
	}
	return output;
}

int main() {
	Array input;
	input.len = 5;
	input.values = (double*)malloc(sizeof(double) * 5);
	input.values[0] = 1.1;
	input.values[1] = 2.1;
	input.values[2] = 3.1;
	input.values[3] = 4.1;
	input.values[4] = 5.1;

	Array ans = roll_var(input);
	for (int i = 0; i < ans.len; ++i) {
		printf("%f\n", ans.values[i]);
	}
	return 0;
}