`RollingStd`

Description

The RollingStd class computes the sample standard deviation of values within a moving window, quantifying the typical spread or dispersion from the mean. It’s useful for tracking variability in the data over a localized window.

Initial values: The constructor requires a positive integer window_size parameter to define the rolling window.
NaN handling: NaN values are not handled natively and should be preprocessed if necessary.

Usage Example and Plot

Implementation Details

Algorithm

RollingStd implements cyclic buffers to accumulate windowed statistics.

Complexity

Time Complexity: O(log(1)) per new element due to the insertion and deletion operations in the heaps.
Space Complexity: O(window_size), as only elements within the current window are stored.