#include <stdio.h>

#include <stdlib.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_movstat.h>

#include <gsl/gsl_rng.h>

#include <gsl/gsl_randist.h>

#include <gsl/gsl_vector.h>

int

main(void)

{

  const size_t N = 500;                      /* length of time series */

  const size_t K = 11;                       /* window size */

  gsl_movstat_workspace * w = gsl_movstat_alloc(K);

  gsl_vector *x = gsl_vector_alloc(N);

  gsl_vector *xmean = gsl_vector_alloc(N);

  gsl_vector *xmin = gsl_vector_alloc(N);

  gsl_vector *xmax = gsl_vector_alloc(N);

  gsl_rng *r = gsl_rng_alloc(gsl_rng_default);

  size_t i;

  for (i = 0; i < N; ++i)

    {

      double xi = cos(2.0 * M_PI * i / (double) N);

      double ei = gsl_ran_gaussian(r, 0.1);

      gsl_vector_set(x, i, xi + ei);

    }

  /* compute moving statistics */

  gsl_movstat_mean(GSL_MOVSTAT_END_PADVALUE, x, xmean, w);

  gsl_movstat_minmax(GSL_MOVSTAT_END_PADVALUE, x, xmin, xmax, w);

  /* print results */

  for (i = 0; i < N; ++i)

    {

      printf("%zu %f %f %f %f\n",

             i,

             gsl_vector_get(x, i),

             gsl_vector_get(xmean, i),

             gsl_vector_get(xmin, i),

             gsl_vector_get(xmax, i));

    }

  gsl_vector_free(x);

  gsl_vector_free(xmean);

  gsl_rng_free(r);

  gsl_movstat_free(w);

  return 0;

}