Collecting statistics for time dependent data?

[Raimondo Giammanco <rongten at member dot fsf dot org>]

Hello,

 I was wondering if there is a way to compute "running" statistics with
gsl.

 Consider a time dependent simulation where at each time-step you
compute a vector/matrix of data, and you want to compute the 
sample mean, but using only one additional vector for data storage.

Is it possible to adapt the gsl code to work in this conditions to
produce a stable mean without before storing all the vectors
and after using gsl_stats_mean?

I apologize in advance if it is not an interesting question, or 
if it has already been answered elsewhere.

Best Regards

-- 
Raimondo Giammanco <rongten@member.fsf.org>