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Some of these are easier than others (as usual). For a 'lag' by count (rather than time) you just create a sliding window by using Observable.Buffer equivalent to the size of 'lag', then take the first element of the result list. So far lag = 3, the function is: <pre><code>obs.Buffer(3,1).Select(l => l.[0]) </code></pre> This is pretty straightforward to turn into an extension function. I don't know if it is efficient in that it reuses the same list, but in most cases that shouldn't matter. I know you want F#, the translation is straightforward. For running aggregates, you can usually use <code>Observable.Scan</code> to get a 'running' value. This is calculated based on all values seen so far (and is pretty straightforward to implement) - ie all you have to implement each subsequent element is the previous aggregate and the new element. If for whatever reason you need a running aggregate based on a sliding window, then we get into more difficult domain. Here you first need an operation that can give you a sliding window - this is covered by Buffer above. However, then you need to know which values have been removed from this window, and which have been added. As such, I recommend a new Observable function that maintains an internal window based on existing window + new value, and returns new window + removed value + added value. You can write this using Observable.Scan (I recommend an internal Queue for efficient implementation). It should take a function for determining which values to remove given a new value (this way it can be parameterised for sliding by time or by count). At that point, Observable.Scan can again be used to take the old aggregate + window + removed values + added value and give a new aggregate. Hope this helps, I do realise it's a lot of words. If you can confirm the requirement, I can help out with the actual extension method for that specific use case.
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1. POCustom Operator for Lag or Standard Deviation
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1. CO`Buffer` doesn't push until all items are buffered. OP wanted to return `None` when the first item was pushed.
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