F# Immutable variable sized window data structure

Question

I have below a description of a data structure I need and I want to implement it using immutable data structures. I\'m trying to determine... is there an existing data struc

Answer 1

Thanks to Juliet's kind information, I have implemented what I need and I put it here in case anyone else might find it useful.

let rec removeLast (s : Set<'a>, num : int) : Set<'a> = 
    match num with
    | 0 -> s
    | _ -> removeLast(s.Remove(s.MinimumElement), num-1)


type History<'a when 'a : comparison>(underlying : Set<'a>, removal : History<'a> -> int) =
    member this.Add(x) =
        History(removeLast(underlying, removal(this)).Add x, removal)

    member this.Count = underlying.Count
    member this.Min = underlying.MinimumElement
    member this.Max = underlying.MaximumElement
    member this.Under = underlying

let maxHist = 2
let maxCountRemover (h : History) =
    if h.Count >= maxHist
    then h.Count - maxHist + 1
    else 0


let testHistory =
    let s = History(Set.empty, r)
    let s = s.Add(1);
    printfn "%i: %i - %i" s.Count s.Min s.Max
    let s = s.Add(2);
    printfn "%i: %i - %i" s.Count s.Min s.Max
    let s = s.Add(3);
    printfn "%i: %i - %i" s.Count s.Min s.Max
    let s = s.Add(4);
    printfn "%i: %i - %i" s.Count s.Min s.Max
    let s = s.Add(5);
    printfn "%i: %i - %i" s.Count s.Min s.Max
    printfn "%A" s.Under