Primitive Chung-Kennedy Filter

CKF.scala

def calcStDev(in: List[Double]) = {
  def squaredDifference(v1:Double, v2:Double) = math.pow(v1 - v2,2.0)
  val mean = in.sum / in.length
  val squared = in.foldLeft(0.0)(_ + squaredDifference(_, mean))
  math.sqrt(squared / in.length.toDouble)
}

def ckf(in:List[Double], windowSize:Int) : List[Double] = {
  val out = for(i <- windowSize until in.length - windowSize) yield {
  val forward = calcStDev(in.slice(i, i + windowSize + 1))
  val backward = calcStDev(in.slice(i - windowSize - 1, i))
  if(forward < backward) forward else backward 
  }
  out.toList
}